I was in Montana last week at Big Sky and brought oil paint, boards and an easel. In the frigid weather, I found it best to paint on the porch of the house we were in so that I could periodically take refuge indoors and warm up. I had to shovel off a fair bit of snow to make a spot to set up, but the view of the north side of Lone Peak was just fine.
I was using a lot of white paint and the paintings are really wet since white takes so long to dry. I've painted on trips before using gouache and acrylic, but oil paint is definitely better for me. I unpacked the wet paintings last night (they came home in a box that had a ridged piece of plastic on each side to keep them separate) and they made it home in pretty good shape.