I'm not aware of any case in the heat of battle. However, Plutarch (Life of Marius 23:3) describes the descent of the Cimbri from the Alps to the plains of northern Italy, where the Romans were encamped:

But these Barbarians were so contemptuous and bold in following their enemies that, more by way of displaying their strength and daring than because it was necessary at all, they endured the snow-storms without any clothing, made their way through ice and deep snow to the summits, and from there, putting their broad shields under them and then letting themselves go, slid down the smooth and deeply fissured cliffs.