Your body and your vehicle have the same response to cold weather. The cold, along with the snow, cause both to be sluggish.
Here are the factors that reduce gas mileage in cold, winter weather according to topspeedracer.com:
1. Oil thickens and this applies to all lubricants and fluids in your vehicle.
2. Tires lose air pressure and under-inflated tires increase rolling resistance.
3. The engine takes longer to reach normal operating temperature for top efficiency.
4. Cold air is more dense so the vehicle encounters more air resistance.
5. Slippery roads cause more wheel spin upon acceleration.
6. The engine cranks slower so it wastes gas starting up.
7. The alternator gets additional work with the heater, defroster, windshield wipers, and electric seat warmers which is additional strain on the engine.