Abby has a lean-to, as she is not stalled, by my choice (she's claustrophobic about them and gets panicky, which I do not want because she had ulcers a few months ago. An easy preventative measure by keeping her outside), but I think I've seen her stand in it once. I know she stands out in the snow because I'll see her the next day with hair I can tell was wet. The only time she, to my knowledge, has been brought in for a storm was a couple weeks ago when we got a massive storm and it was sleeting with 30+mph, so basically flying glass shards. And the wind was blowing right into the opening of her lean-to, so my BO brought her in.