I'm writing a story based in the 1840's. It's an adventure that needs to take place somewhere cold. Which country should it take place in?

Siberia was absolutely cold and mostly undiscovered around that period of time.

How cold?

I say this because there are basically a half dozen choices of really cold countries. After that you have a few dozen which see serious winters or which are at high elevations.

Any country that gets cold enough for your purposes, and which you know something about. Ideally about what it was like in the 1840s.

Either Canada or the Rocky Mountain states during wintertime.

Canada.

It would depend on the events of the story. Are your characters searching for the Northwest Passage? Are they on a whaling expedition? Do they live in Scandinavia or Siberia or St. Petersburg, Russia or Greenland or Labrador? Are they immigrants to the Great Lakes / St. Lawrence River region, from England perhaps, or from the southern United States? Are they used to the climate, or is this their first experience of it? Was it perhaps an unusually cold winter - or series of winters -- in Europe?

Greenland

Well, wherever you choose, it had best be believable, or no one will bother to read it.

Russia, Siberia.

Equatorial Guinea during a particularly cold snap.

Greenland. Northern Canada.

Cameroon. Cameroon was VERY cold in the 1840s before the French got there and messed everything up.