>>picture interpreted as winter + future + urban
>Snatcher - Sega CD
Snatcher is an extremely great winter time game. The game itself is set in a city in winter and there are several parts involving snow. Highly recommended for the vibe you're going for.
I think Silent Hill - PS1, but it's 2scary4me
>Snowboard Kids - N64/PS1
>1080 Snowboarding - N64
>Skifree - WIN95, this one is a classic but a little too frantic to be comfy. v nostalgic though
PS1 had a bunch of snowboarding games, if you find clunky 90s x-treme stuff to be "comfy". Doesn't count as "urban" per your definition tho. Also at least one snowmobile racing game I think. I think a lot of survival horror games might be set in winter, and PS1 has a lot of those.
Lots of games have a couple winter-themed levels but very few games are exclusively so, it's kind of interesting. It's much more common for games to have the opposite (summer) theme.
Diddy Kong Racing - N64 has a cozy ice world with 4 levels.
Mario 64 has at least one good ice level.
Majora's Mask has a good snow town.
Metal Gear Solid - PS1 starts out in the snow.
FFVI - SNES starts out with some snow city stuff.
Wipeout series has some pretty good urban future vibes.
Crash Bandicoot 2 - PS1 has some good winter levels.
Okami - PS2 is good, but more of a "Fall" game IMO
Gran Turismo 2 - PS1 has good snow rally driving levels