Cold a Long Time, by John Leake, is the book-length account of the death of Canadian ice-hockey player Duncan MacPherson, and the systematic cover-up of that death. The original idea for the book was to spread awareness of MacPherson's case and increase the chances that a proper investigation would be done. As such, you don't have to read it to find out what Leake and MacPherson's parents deduced, from hard-won evidence, must have happened to him: you can read it on the Cold a Long Time website (warning: the website contains many distressing postmortem photos).
In August 1989, 23-year-old professional ice-hockey player Duncan MacPherson travelled from New York to Europe, to enjoy a holiday before starting a new job in Scotland. He hired snowboarding gear and took a lesson on the Stubai Glacier. Then, according to the Austrian authorities and the owners of the ski resort, he simply disappeared. In the book Cold a Long Time: An Alpine Mystery, John Leake details the coverup and corruption that started then and continued for years after MacPherson's body melted out of the ice in 2003.
In February of 1973, a group of eight American climbers and one Argentinian guide set off to climb the Argentinian mountain Aconcagua. Although all were experienced and capable climbers, a series of misfortunes led to most of the party being taken ill, and two of them dying. The events near the mountain's summit were further obscured by the altitude-induced hallucinations of the survivors—not to mention the condition of the bodies once they were finally recovered.
Terrible things happening in cold places can be found almost anywhere, as was demonstrated on a recent flight I took to Boston. The flight itself wasn’t bad at all, though the film selection seemed lacking—until I spotted Tatort Matterhorn in the list.