Director of Photography Roger Deakins, from the DVD audio commentary track:

We had to wait weeks and weeks before we got our first snowfall and the day it really snowed we were actually shooting on the 14th floor of a tower block – a different sequence – so I sent out my assistant to shoot this shot [laughs] with the transport guys, and off they went. We had scouted the locations and we knew exactly the camera angles so off he went and shot this really lovely material. But neither Joel or Ethan or myself were actually there.

It was one of the least snowy winters on record I believe, in Minnesota, so a lot of the snow that you see in the rest of the film is actually created with an ice chipping machine. But this was for real. Just love the music.

These shots, we stood there in these empty fields when we scouted and there was no snow or anything. And we just marked spots on the ground where the camera was going to be and what lens we were going to shoot on because we knew when we actually got to shoot it we wouldn't have much time.