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When it comes to winter foot wear consider this commentary written in 1859 by a US Army captain after an 1857 1000 mile winter expedition in the Utah mountains:

Capt. Randolph Marcy, in the Prairie Traveler, informs us of his choice of
footwear. "In traveling through deep snow during very cold weather in
winter, moccasins are preferable to boots or shoes, as being more pliable,
and allowing a freer circulation of the blood. In crossing the Rocky
Mountains in the winter, the weather being intensely cold, I wore two pairs
of woolen socks, and a square piece of thick blanket sufficient to cover the
feet and ankles, over which were drawn a pair of thick buckskin moccasins,
and the whole enveloped in a pair of buffalo-skin boots with the hair
inside, made open in the front and tied with buckskin strings."

For myself this is a bit of over kill. But then again I have not traveled 1,000 miles in the dead of winter. Following are some the moccasins types I have used and have had good luck with.

Side fold winter moccasins
   These were commonly done with hair-on buffalo, but we have found that deer with hair on work just as well for less money if your budget is tight..  The side fold style is authentic to the fur trade era. Two piece mocs came at a later date. Winter mocs were the wrap around high top style.  
    1] For these measurements, you should have on your heavy wool sock that you will be wearing with these mocs. Stand on a large piece of paper sack and trace around your foot.
    2] Find the center of the foot and draw a line down it.
    3] About at the arch, measure around your foot at the widest point- divide this measurement by half and add a generous 1/2".  This is your pattern width.  Draw a line down each side of your foot, allowing equal space on each side of the center line.  [ If your foot measures 10" around, then 5 &1/2" will be your pattern width, andyou will allow 2 & 3/4" out from each side of the center line].
    4] Now make a mark 1" from the toe and 1 & !/2" from the heel.  Draw the toe shape to meet the side marks.  The heel is straight across.
    5] Cut down the center to almost halfway.
    6] Fold the paper on the inside pattern edge and cut out, leaving the folded edge intact.  Your cut out pattern should look like this:

7] Cut out 2 pieces of leather, flipping the pattern over for the other foot. Stitch the moc together fur side out, using a welt. ( a tip here, it helps to trim the hair along the edge where you are going to sew. About a quarter inch along the edge this helps from getting you stitches tangled in the hair)  The welt is very important it protects the stitching and also helps seal the seem from snow getting in.  Turn it right side out and try it on for size, adjusting the center slit to a comfortable length and then cut sideways on each side about 1".
 8] Mark the heel seam with a pencil then cut off excess , stitch with a welt, and  sew down to about 3/4 to one inch from the bottom.  
Then try on Moccasin and check to see if you have sewn down far enough, the sewn seam should end at the bottom of your heel. Then using your fingers press down on the excess and follow around the contour of your heel. Then mark with pencil.  You should have a half moon shape line on both sides of the seam. Cut just the top layer from the heel seam  to each side of the heel following the line.
9] After cutting the heel put the Moccasin back on and open up the excess material flat on the ground then mark around the shape of the heel on the excess material. Cut this off leaving a little extra for seam allowance. Then turn the heel inside out and sew together with a welt.
            10] Measure the ankle opening of the moc and add 4" for overlap.  Cut a rectangle this length and at least 4 to 6" high depending on how tall you want your Moccasins.
    11] Start sewing the high top to the moc on the out side edge of foot, sewing towards the inside of the foot. When done you should have about 4" overlap to wrap around the front which helps close the front from snow. This is how it looks:
    12] Sew the tongue in, cut it 1/2 to 3/4" wider than the opening and about 4" long. sew it in with a welt leaving a little of the excess in both sides of the opening. After sewing this excess can be tacked down on the inside of the moccasins. This will make it so the size of the tongue will more than cover the opening and will help to keep snow out.
    The wrap around top is held in place with a leather thong that goes through two holes in the ankle part, just like with summer mocs, then is wrapped around and tied.
To semi waterproof them for winter wear, grease them all over the outside with a mix of grease and beeswax. They need to be greased daily when they are worn consistently.  I use bear grease mixed with beeswax to about the consistence of shoe paste.

Some thoughts on winter Moccasins
If you make your Mocs out of buffalo hide with hair on as many Plains and Mountain tribes and some Mountainmen did, there is one thing to think of. Buffalo leather has a rather open grain and it does not hold up well to wear.
For those that had buffalo every where and the hides came cheap this was not a problem. For us now days they come mighty dear so there are a couple of ways to make yours last longer. One is to add an extra sole to the bottom out of deer or elk or even moose.  All of which will hold up longer then the buffalo hide will. The other way is to make an outer Moccasin to go over it. The Hidatsa did this and I'm sure other tribes may have done this as well.  Buffalo Bird Woman makes mention of this.
    "My father took off his big cap and hung it on the drying pole and wrung out his moccasins and hung them beside the cap.  They were winter moccasins and in each was a kind of stocking of buffalo skin turned fur in and sewed and cut to fit snugly over the foot. These Stockings small Ankle (her Father) drew out and laid by the fire to dry." [Buffalo Bird Woman].

How to make the buckskin outer mocs is much like ones above, only put on Buffalo Moccasins then measure your pattern for your outer Moccasins. The only difference is that you will not have to make such large seam allowances, only  a quarter inch on the sides, 1/2 inch at the toe and 3/4 inch at the heel.
Buffalo liner and outer Moccasin
Another way to go is with a wool liner instead of buffalo. Make thick blanket weight wool moccasins just like described above but use the seam allowances given for the buckskin outer mocs, adding the thickness of the wool to those seam allowances given. You can even use double thickness wool for extra warmth.
wool liner note the welt of wool as well.
Then, to make the buckskin outer mocs, wear the wool moc while you make your measurements. Make two pair of wool liners so that when one is wet, you will have a spare to change into.
The outer shell is well greased with a mixture of bear grease and beeswax.
also note how thick the wool is on these liners. They are nice and warm.
That spare pair could save your foot. Just read this:
    Yesterday, two of our Metis, Antoine and David went to the Yellowstone with dog sled and two pack horses to hunt..... "After they had kindled a fire and stuck the meat on spits to roast they took off their wet moccasins to dry them and to warm their feet. Antoine put on another pair right away and told David to do likewise; but the latter, suspecting no danger, replied "a tantot." .....Later they were cooking their meat when "Suddenly there were shots!... They ran instinctively into the night, each trying to save his own skin. David, severely wounded, attempted to reach the Assiniboine camp.  On the journey his feet froze. His moccasins must have still been wet."  [Journal of Rudolph Freiderich Kurz].
When hunting in this kind of elements ya want to have warm feet.
Take care and stay warm
Crazy Cyot & Jill