Both images below were done using this technique. Once scene darker than the other because they were taken at different times as darkness was falling over the city.
I already knew how to add falling snow in Photoshop by creating a layer with a black background and the putting white dots of varying sizes and shading all over it. Once this layer was placed over a snow scene and its layer mode changed to "Screen", it gives a very realistic interpretation of falling snow. I am working on a new set of actions and overlays for MCP Actions, and had been creating a set of snow images to include so that adding snow to an image is as simple as drag-and-drop.
Here's how I did it:
The image of the city was a straight photograph with normal exposure taken with a Fuji X-Pro2. (My X-T2 is still in the shop as a result of my last snow photography catastrophe!) Next, I mounted a Nikon Flash on the same camera and began taking photos of just the snow. I knew from experience of making these combinations that I needed a black background for the white flakes. To achieve this I simply raised my shutter speed to 1/250 second. The scene was already dark and this speed rendered it black. With the flash on full power and the lens used mostly at wider apertures, I was able to obtain sufficient contrast between the snow and background. I experimented with different lenses, a short zoom set to f/4 or 5.6 for smaller flakes, and a 23mm or 35mm prime where I varied the aperture setting between f/1.4 and f/2.8 to achieve really large flakes.
For shots where the contrast was not quite sufficient I simply added some more in Photoshop with a Levels adjustment layer where I squeezed the left and right sliders together until it looked right. Changing the snow layer mode to "Screen" makes the black disappear leaving only the white snowflakes over the scene below.
The interesting thing about this technique is that it is really just a double exposure of the actual scene done in Photoshop instead of in camera, and, if you save a collection of these snowflake photos and vary the flake sizes by changing apertures, you will be able to add snow to any scene the same way. For the photo below I combined a couple snow shots of varying sized flakes to achieve the effect in a scene where there was no falling snow. One of the nice things about adding the snow this way is that you can easily eliminate distracting flakes by using a layer mask and painting them out of areas like the model's face.