Actually deep snow is not a problem. It is low temperatures accompanied by the winter sun and winter wind in the absence of snow cover that causes big problems. When there is deep snow, the exposed areas of plants take a beating from the wind and sun and also the deer. They are desperate to find food and will eat almost anything green they find.

You will be talking deciduous azaleas or evergreen rhododendrons in very cold areas. Some evergreen azaleas will become cold hardy after 3 or 4 years, but do not reach their full hardiness when young.

There are some very hardy plants from Finland: Helsinki University rhododendrons

There are many hardy rhododendrons and azaleas recommended by the Minnesota Extension website below:

Here is a link that might be useful: Azaleas and Rhododendrons for Minnesota

Thanks rhodyman, i will take a look at those websites and do some research. Thanks again!