I noticed when I was in Boston last weekend that MBTA, the regional commuter rail agency, was offering a ski train to the Wachusett ski resort area. I don't think it was a dedicated train, but rather a special weekend version of MBTA service to Fitchburg, MA.

Then of course there's the long-running ski train from Denver to Winter Park, CO that runs as a dedicated "Rio Grande Ski Train" on winter weekends, and on select dates in the warm season. I understand there is heavy patronage on this route.