What do you call a tornado that hits snow?

It is still just a tornado. However, it would be quite unusual to have an actual tornado go through an area where there is snow on the ground, as such conditions would generally be be too cold for tornado formation. Sometimes, though, you can get small whirlwinds that usually result from wind interacting with trees, buildings, and terrain. These are not tornadoes, but harmless eddies. If they lift snow into the air they are somtimes called snow devils.