Here is the world's first snow mod for GTA 4. Its size is huge (4.3 gigabytes) This is due to the fact that many textures have been replaced in the game.
After installing this modification, Liberty City will be completely covered with snow. See screenshots.
Changelog v2.0:
Cars make dynamic snow tracks, what makes it way more realistic;
There are no leaves on the trees (No leaves anymore on the trees);
Realistic snowfall (Real snowfall);
Removed “rainy shine” when it's snowing
Road barriers covered in snow;
Completely new handling (i.e. transport physics), much more realistic and fun (Completly new handling, way more realistic and fun);
Some bugfixes, places that weren't covered in snow are covered now;