Snow Child by Eowyn Ivey

Life in the Allegheny Valley was wonderful until Jack and Mabel's only child was born dead.  To escape the pitying looks of their families, they decide to try a new life in the frozen farmlands of 1920's Alaska.  Life is more difficult than they expect and just when they are ready to give up and go home, they decide to have some fun in the snow of their last winter.  They build a "snowgirl" and dress her with a scarf and hat that Mabel made.  In the morning the snowgirl is gone and so are the scarf and hat.  Things begin to look brighter when a neighboring family arrives with some help to get through the winter.  Even more intriguing is the fact that they are visited by a young girl who seems to live in the wild but is always seen wearing the hat and scarf.  Mysterious discoveries are made in the woods, Jack and Mabel find skills they never knew they had, and a new sense of community grows in the frozen North.  Although the story brings to mind an old Russian folktale, this is a very Alaskan story complete with a wilderness worthy of it's strong hero.