Yoga and winter sports go together well. A great place to combine the two is St Moritz where the Paradise piste has four places alongside the run specially selected for performing from eight recommended asanas. Qualified Yoga instructors are also available from the Suvretta Snowsports School, who run weekly classes, and leaflets are available in the resort on using the facilities.
Clearly you need to be prepared for the slopes. Matador Network provides some advice on yoga positions suitable for preparing to go skiing or snowboarding.
One final tip is to use the train to visit the slopes. The ecological impact is much lower than road or air and helps your holiday have better karma. See Snow and Rail for details.