Folks, we just got over a snowstorm here in New York City. It was not the snowstorm with the most snow, but the temperatures are quite chilly. In subchat, Gold-12th posted this great picture. The link is above. I am bringing it up because the Borough Hall station on the IRT 4 and 5 routes is quite elderly. It was probably in service in 1908 and it is close to the surface. I believe the air vents are built as long strips along the sidewalk near the curb. Probably in the station, the vents are right against the wall along the platform. Believe it or not, this is not a rare occurrence and I saw subway snow drifts at the Bergen Street F train station on the upper level as well many times in the past. There are probably many more sites were this occurs as well. It depends on the amount of snow, temperature and wind speed and the position of the air vents and its' structure.
The Boro Hall station with original equipment in 1908.