Yes. There was thunder in a blizzard I was in a long time ago. I was a teenager at the time and just thought, that's weird.
That was an AC/DC concert, you fool.
Yes that happen several times a year. Lightening in a snow storm is very interesting to see.
Believe me, it had nothing to do with Superman's crotch.
Yes, thunderstorms with lightnings happen rarely in winter, but they do.
We had one lately.
Only once that I know of... kind of spooky.