The subnivean space
Under about twenty centimetres of settled snow, a distinct habitat opens up. Ground heat sublimates the lowest snow layer, leaving a gap of a few centimetres between soil and snowpack. Voles, shrews and mice live in that gap all winter.
The conditions inside are remarkably stable. While surface air swings between -25C and 0C, the subnivean space stays close to freezing, because the snow above is an excellent insulator and the soil below is a slow, steady heat source. Humidity is high. Light is dim but not absent; enough blue wavelengths penetrate that small mammals appear to keep some circadian sense.
The threshold depth matters. Below roughly fifteen to twenty centimetres the insulation fails and the space does not form reliably. This is one of the mechanisms by which a low-snow winter can be harder on small mammal populations than a cold one. The cold is survivable. The absence of snow is not.
What I find most striking is the acoustics. Owls hunt this layer by sound alone, and their strike accuracy through opaque snow is high enough that the snow is clearly not much of an acoustic barrier even where it is a thermal one.