Yes, I one who lives in an area that gets several feet of snow and extreme winter weather. Another challenge for winter exercise is the short days and loooooong nights in this lattitude. I never considered ice or snow or cold or rain to be an excuse for not going out and doing something.
My dogs get a lot of off leash exercise since I live in a more remote, rural area. But if too icy or cold for walks, we can go out and play fetch with a glow-in-the-dark ball or frisbee, or go snowshoing, or cross-country skiing. I've been out near midnight skiing through open fields on a full-moon with the dogs running their hearts out. Rain is only water - it won't hurt anything. And since our winters are so harsh, me and some of my GSD/IPO friends get together on a regular basis and rent a dog-training facility for a few hours on weekends for some indoor training.
I've gone out to empty parking lots that are lit up, climbed up to the top of the huge snow-removal snow piles, and threw snow chunks of alternate sides for my dogs to chase and try (!) to fetch back (I know, I'm mean, they disappear in the snow, or break apart).
Point is, it isn't hard with a little imagination to find ways to go out and have fun with your dog and get some exercise in at the same time, no matter what.
Edited to add: About the only times the don't get at least an hour a day or more of exercise is if I'm sick - both are wonderful and can handle the occasional down time, but being a dog owner is meeting your dogs' needs, and daily exercise is one of those needs.
Gryffon Vom Wildhaus
BH, OB1, TR1, AD
Rottweiler/Hairy Dog mix?? 2004-2015