For such a frigid somewhat inhospitable land as Skyrim I'm surprise that Beth didn't add a cold breath animation shader to npc and animals. I see people putting their hands in the fire to get warm but we don't see their cold breath or in animals. They already have a wonderful smoke/fog particle effect that looks volumetric. I hope there's a mod that adds cold breath globally.

Actually thats a good point. That would add alot to the game.

I would really like that, would add so much atmosphere

they did a great job with the snow blowing in the wind on the landscape so if the engine is capable of doing that it may be possible to this cold breath animation in the CK.

THIS! I doubt they would add it most likely a mod will have to add it.