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Depending on who you talk to, eating snow is either good or bad for you on your chances for survival in the winter. True it does take an amount of your bodies energy to heat the snow in order to melt it and transfer it into the liquid H2O you need to survive, but it does eventually provide H20.

In this case, one man did survive on eating cold powder. It's no Mythbusters, but a case in which it worked once...