Even with the Duomo, the city’s towering Gothic basilica, and La Scala, its opulent opera house, spheres and voices reaching for the heavens, for all of its cathedrals of faith and fashion, the museum walls and catwalks, the genius of da Vinci and Versace, Milan’s most intriguing winter image was created not by the hands or minds of man but the forces of nature. The Alps and the Apennines loom over Milan low on the western side of Italy’s Po Valley. In the winter cold, the two mountain ranges trap the city in a combination of temperature inversions and industrial...