I do remember someone losing their Nikon F5 in some snow once. Weren't able to find it, but it showed up in spring, two months later. Worked like a charm.
That's film, though, and digital is more sensitive.
I'm not at all scared to put my E-3 through the paces of rain, snow, dust and grit, I know it can cope. I would be a little nervous about the potential condensation when bringing the camera in after so long in the cold, but that's easily heldped with a plastic bag to put it in.
The E-3 does cope very well with weather, as did the E-1.
I remember a story about a guy who put his E-1 and the 50mm f/2.0 macro on a tripod to photograph a flower in a forest somewhere. One of the legs of the tripod stood on a rotten piece of wood, which broke, and the tripod with camera and lens rolled down a slope, perhaps 5-6 meters high, landing on a rock, and falling into a creek, totally submerged in water.
He got down, taking a minute or so to get down the slope, shaked the water off the camera, and it's still working.