Having had some experience with this myself, I thought I might share some of my pro tips for how to find your tennis ball when it gets lost in the snow. These helpful tips can also be applied to any variety of lost toys in the winter months.
If you lose your ball in the deep snow while playing fetch, sniff around in a zig zag pattern until you find the general area where the ball went into the snowy abyss. Once found, vigorously paw at the area and push down into the snow to help dislodge the ball. It also helps to stick your nose directly into the snow and take a big sniff to make sure you are still on the right track.
When playing with your hooman, make sure you turn and run before they throw the ball, this may affect your ability to see which direction the ball even went, but it should help you get to the ball before it has actually landed. Very high-pitched whining encourages them to throw it even quicker.
The next day, remember where your ball might have been and start your search again! Repeat step #1 for a while, if no luck, skip to step #3. Do not waste your time on this anymore and move on to more rewarding activities such as eating poopsicles or telling your hooman to throw a different ball.