Adapted from Winter Tales and Trails.
Extra Clothing. At the least, carry a lightweight nylon or Gortex wind shell with a hood to provide wind protection, pile or wool mittens, and if for some reason, you are not wearing it, make sure you also carry a good warm hat.
Matches, Fire Starter, Striker and Knife. Keep these in a pocket. Don't put them in your pack. If you get separated from your pack, you'll have no way to get a fire going. Be sure to use "strike-anywhere" matches.
Lightweight Space Blanket and a Lightweight Nylon Poncho. This is great combination for an emergency shelter. The space blanket works as a ground cloth and the poncho serves as a tarp overhead.
Map and Compass. Even if you carry a GPS device, you still need a map and a compass for accurate bearings.
Sunglasses. You'll probably be wearing them, but, if not, carry them. Snow blindness can be completely disabling
Lightweight First Aid Kit. For a list of items, see Lightweight First Aid Kit.
Extra food: energy bars, candy, nuts, dried fruits, salami, etc.
Water or sport drink
Metal Cup. For melting snow in an emergency
Headlight. It gets dark early in the winter and a headlight can get you back to your vehicle without having the spend the night out.
Repair Kit. Epoxy, bailing wire, duct tape, small vice grips, nylon cord, or other repair items.
Portable Shovel. Even if you don't go into avalanche country, with a shovel you can construct an emergency snow shelter quickly and efficiently.
Avalanche Transceiver. For trips into avalanche terrain.