So. The Wicked Witch of the West. Elphaba, as Gregory Maguire finally named her (and I find something very right about that name. Obviously Maguire did, too). She famously melts in the story when Dorothy throws water on her. Would snow have the same effect? I'm going to say no. Not enough moisture! (Hey, it's not like Elphaba melting makes much sense. At best, it's a dream-logic moment, and in the original book and the 1939 film it's never set up as a threat. I never noticed that until Peter David pointed it out.)
Now I kind of want Elphaba to have searched for and traveled to a part of Oz where it doesn't get warm enough to rain, only snow. She'd be safer! Plus snow is pretty. At least, at first. The loveliest bits of Edward Scissorhands are the snow bits, I think. (There's an example!) And even with, what, a dozen dozen novels, films, plays, and musicals set in Oz, there's lots of land to explore that hasn't been yet. Explored, I mean. Fan fiction writers, get on it!
But ultimately, even if she found lands with snow and no other precip, Elphaba would come back from such hinterlands -- she did so in all the other tales -- to confront what needs confronting in the land of Oz, so the stories told in all those novels, films, plays, and musicals could happen. "Happen" in the storytelling sense, I mean. Not that I'd mind Oz actually existing, because it's a neat place.
Ah. Yet again, I want odd things.