Bring extra clothing and insulating material like space blankets on a winter hike or backpack. Extra socks (which, again, are appropriate on any outing) can be a lifesaver if you soak your boots in a stream crossing or after a long slog through deep snow. Insuring you have dry socks at the ready helps prevent the subtle but dangerous phenomenon known as immersion foot, whereby a prolonged exposure to damp and cold cause a reduction of blood flow in the foot with damaging consequences. A sleeping bag and water bottles (to be filled with hot water) are critical gear for treating hypothermia on a remote back-country trail.
A first-aid kit should be a part of your pack no matter what the season--indeed, no matter what the outing. Basic components include bandaging items, scissors, antibiotic ointments, nonprescription medications and the like. After all, in addition to cold-related problems like hypothermia, immersion foot and frostbite, you can also cut yourself on a pocketknife or twist an ankle in crusted snow. You should also make sure you have surplus amounts of any medications you require in case of emergencies on the trail.
Food and Fuel
Bring along extra food and heating fuel during a winter hike in case of injury or disorientation. Maintaining your energy reserves in the harsh ambient conditions of the season is crucially important. Having the means to make a fire--such as waterproof matches and lighters stowed in a dry, protected place--and having a back-country stove with plenty of fuel ensures you can melt ice or snow for your emergency water supply.
As with any emergency, you should be prepared with equipment for advertising your predicament and location. This includes everything from cell phones and emergency beacons, increasingly common gear for mountain climbers, to tried-and-true signaling mirrors and flares. That space blanket you have along for extra insulation can also double as a signaling tool if it has a reflective, bright-colored side. Know the internationally recognized symbols of ground-to-air communication, which include a bevy of codes for explaining injuries and other contingencies. Other helpful gear includes a small shovel for excavating snow caves and flashlights (and extra batteries, if needed) for illumination on long winter nights.