Having grown up in a rather snowy area (Buffalo NY), I immediately thought of Snow Fences. I'm surprised no one has mentioned it yet. If you are considered that snow is different that sand, consider what a study published by the Strategic Highway Research Program (SHRP) of National Research Council in 1991 explains on page 9 (emphasis added):
Blowing snow particles resemble tiny grains of sand. Snow particles that are too heavy to be suspended in the air move by bouncing or intermittently jumping (saltating) along the surface. If they are too heavy to saltate, particles roll or creep along the surface, forming "snow waves," or "dunes." Snow fences restrain the wind, reducing wind speed. This reduces the force of the wind on the surface of the snow, allowing the creeping and saltating particles to come to rest. Some of these particles are deposited on the upwind side of the fence because of the reduced wind speed that occurs ahead of the barrier. Most of the snow deposit occurs on the downwind side of the porous snow fence. Further information on how drifts form is given on p. 23, "The Four Stages of Drift Growth."
On Page 24 we find this helpful diagram:
Note that a 50% porous fence is mentioned. As I understand it, a solid wall would actually be less effective.
There is also information about setback, overlap, and extensions for oblique, staggered fences.
It is also important to note that the fences should not necessarily be perpendicular to the wind direction:
There are also considerations like height and bottom gap (emphasis in original):
Adding 6 in. (15 cm) to a 4-ft. (1.2-m) fence increases its capacity by 30%. A gap between the bottom of the fence and the ground increases the height and capacity of a snow fence. Partially or totally buried fences do not trap blowing snow effectively, are often damaged by snow settlement, and can develop abnormally long drifts. A bottom gap reduces snow deposition close to the fence.
Again, a fence would be more effective that a solid wall. I doubt a solid wall would be able to have a gap at the bottom, whereas that is rather easy with a fence.
And much more than can be repeated here.
But are they really effective? See pages 5 and 6:
Note that I found the above reference among many more in the References section of the Wikipedia article on Snow Fences (which also links to the much less complete Sand Fence article with some additional references).