As pretty much everyone has said... Layers. Lots and lots of layers, silk is actually one of the warmest fabrics you can find, it holds in all of your body heat, at good will you can usually find silk scarves and shirts, they may be god awful ugly, but for an inner layer and to protect your neck, it is about the best you can find. Old school cowboys always did and still do where silk scarves in the winter in the rockys. After that I would go with wool, then something water proof. The better thing about layers is that it is cheaper to get a a bunch of little things than a nice coat, which could get ripped or lost leaving you with nothing when you need warmth most, and it is easier to adjust for the temp. One of the worst things is sweating because your too hot, then you get cold then hot and so on until your sick as shit in the middle of winter in who knows where. Make sure you have a good hat or two and a couple pair of gloves , like knit ones, then insulated leather, and even some mittens, ESP if your going over the rockys, or Sierra nevadas, trains get delayed due to snow in the passes all the time, and one delay leads to another and next your sided out for half a day in below zero. I carry next to nothing with me in the summer, and I hate large packs, but frost bite sucks far more, so tend to go for too much in winter, ESP in the west
