Columbia Sportswear makes hats destined for use in some of the most extreme conditions on earth, so you can certainly trust these hats while you ski, jog, or simply commute on a cold winter day.
The global outerwear, apparel, and gear brand that is today Columbia Sportswear started off as a hat company back in the middle of the 20th century. Today the company makes all manner of gear and clothing designed for use in extreme conditions, and it's no surprise that its winter hats are some of the best on the market. I've personally worn Columbia hats in driving snow, on 15,000-foot mountains, and in bitterly cold windstorms, and I've yet to be let down.
When choosing a hat for extreme winter conditions, you need to consider the actual temperatures and precipitation you'll face as well as the activities in which you'll be participating. The biggest, thickest hat might be the warmest option yet a poor choice for skiing or snowboarding when a more form-fitting cap will better fit under a helmet or hood and will provide more wicking and breathability, for example. And for a winter jog, an even thinner cap still might be a good choice, as you will quickly warm up and don't want to overheat.
Columbia makes a number of beanies that are relatively thin but quite warm thanks to their Omni-Heat thermal reflective lining, and these highly breathable hats are perfect for higher intensity activities. On the other hand, a more traditional knit beanie is better for staying warm in winter when you're out for a walk, commuting to work, or just taking out the garbage. As that reflective thermal lining only becomes effective as your body heat rises and you radiate more warmth out, a thick knit cap helps you retain heat better when you're not exerting yourself. Good news: They make lots of those, too.
Columbia's Train Summit Beanie II is a great choice for winter trail runners, skiers, or mountaineers. It's slim enough to fit under a helmet, it reflects radiated heat back to the wearer, and it's highly breathable thanks to its thin jersey construction.
For everyday warmth in very cold places, consider Columbia's Lost Lager Beanie, a 100% acrylic knit cap that's warm, soft, and even stylish, though that's secondary here.
Pros: Reliable warmth, sweat-wicking materials, decent pricing
Cons: Not as stylish as some other options