Interior Alaska. The Rockies.
Interior Alaska. The Rockies. The Northeast, with their lake-effect and North Atlantic moist air causing MASSIVE snowfalls. Interior of Canada and the northern USA, with their temps below -30F for weeks at a time, which will turn tire compounds not rated for severe winter conditions into hard blocks that offer little traction.
Sometimes snow gets packed into ice for several weeks. This is especially true in areas away from cities and suburbs. The roads may not get plowed or salted like the area around Chicago does.
AWD/4WD also doesn't always help much when steering or stopping on ice or cold pavement. Chains, studs, and to a lesser extent, winter-rated compound and siping DO.
I use all-weather ATs on my Crosstrek. All-weather compounds stay pliable in cold temps, unlike summer compounds and most all-season compounds, yet doesn't disintegrate on warm roads like winter-only compounds do. The tread has a LOT of siping. The tires are rated for severe winter conditions, unlike many all-season tires. They typically steer, stop, and start better on icy, snowy, and cold pavement than tires without the severe winter rating. I still prefer siped mudders for deep snow, but they typically aren't as good on icy/cold roads.
Check out the Falken Wildpeak AT Trail, Michelin CrossClimate, Firestone Weathergrip, and many other ATs. Look for a mountain and snowflake symbol on the sidewalk.