Dear Néstor
What time of year are you looking to shoot? I would suggest Milan may offer underground/tube location, the Alps are then 2 hours away by car for ski lifts (which generally open at the end of November) and you can fly direct to Southern Spain, although depending on your shots, for realistic vegetation, you may need to go to Africa.
Alternatively, there is glacier skiing at several locations throughout the Alps between now and the winter.
Drop me a line with your full requirements and I can send some location references.
Regards,
Kim Belcham
http://www.snowfilms.com
info@snowfilms.com