Thanks for the recs, Insomnia seems like its
exactly what i am looking for... The Grey, Whiteout, and Hanna also added to my list.I've seen Misery and The Thing, great movies
Not a police procedural, but
The Sweet Hereafter is a really good film set in snowy northern Canada, and it does have a relatively similar narrative structure to a police procedural.
And if you want to go all out for a film set in a very cold place,
Atanarjuat is a film set in the Canadian arctic about Inuit folklore. It's also the first Inuktitut language film ever.