You can use body heat to melt snow. Place the snow in a water bag and place the bag between your layers of clothing. This is a slow process, but you can use it on the move or when you have no fire. When ice is available, melt it, rather than snow. One cup of ice yields more water than one cup of snow.
Ice also takes less time to melt.
You can melt ice or snow in a water bag, MRE ration bag, tin can, or improvised container by placing the container near a fire. Begin with a small amount of ice or snow in the container and, as it turns to water, add more ice or snow. Another way to melt ice or snow is by putting it in a bag made from porous material and suspending the bag near the fire. Place a container under the bag to catch the water. During cold weather, avoid drinking a lot of liquid before going to bed.