One of the keys to surviving in winter is getting sufficient calories. Calories are a measure of how much energy a food contains, and that energy can be used to warm the body. The same dense, high-calorie foods you consider unhealthy and try to limit in your daily life will help you stay alive if you are caught in a winter survival situation.
Meals Ready-to-Eat or MREs are military instant meal kits that can be easily prepared in nearly any environment. Military MREs offer a complete meal with a long shelf life and heating tablets that can be dropped in water to heat the meal no matter where you are. The big downside to MREs is the price. As of 2010, a pack of 12 civilian MREs with heaters costs about $76.
Provided you enjoy the strong flavor, sardines are an excellent survival food. They provide a lot of calories in a small, self-contained tin. Sardines packed in oil are especially good to keep you warm in winter because the oil adds to the caloric content of the meal. Eat the sardines with crackers or bread to sop up some of the oil and tone down the flavor a bit.
Pemmican is a traditional survival food invented by the native Americans. Pemmican recipes vary, but the food basically consists of dried meat and fat, combined with berries. Pemmican is compact and extremely calorie-dense and can be stored for long periods of time.
Nearly any snack food or "energy" food that comes in bars makes a good winter survival ration. Chocolate, with its high quantities of milk fat and sugar, has been used by armies for generations to supplement rations. Energy bars designed for athletes also contain dense, high-calorie food that will keep you warm in winter.