Here are a few fun & easy game that you can set up for the kids in the snow this year.  Great for target practice, friendly competition, or just plain having fun!   Sort of an early spring training for up and coming pitchers as well!

The first is called the Hula Hoop Pine Cone Game.  Here's what you do:

1 - Insert a Hula Hoop into the snow so it is standing upright
2 - Tie a length of yarn or twine around a pinecone, leave about a 12 inch tail of yarn/twine
3 - Tie the tail of the yarn to the top of the hula hoop
4 - Throw snowballs and see if you can hit the pinecone!

You can have different throwing distances for different age groups.  Closer in for younger kids (rookies) and farther away for the veterans.  You can even set up more than one and get a team competition going. 

Alternate Game - Pine Cone Pitch:

Back in the early days before toy stores and the internet, kids invented games with easy to find, natural objects. Pinecone throwing and catching games and contests were very popular. The children would compete to see who could throw further or higher or with better aim.

In Pine Cone Pitch, place the hoop few feet from a designated throwing line and then each child takes a turn tossing pincones through it. After each round, the hoop was moved further back from the throwing line.

The game can continue "knock-out" style until only one child was left who could successfully throw a pinecone though the hoop which was now typically very far from the line. For variety, change the rules and play in teams, or all have to throw underhand or the like.
Collect pinecones and play your own throwing game using a hoop you make from natural materials, a plastic hula hoop, or a small box (cones must land and stay inside the box).