Hail comes exclusively from thunderstorms. Hail in winter is rare, though in winter thunderstorms (sometimes “thundersnow”) it's always a possibility. In winter, the temperature within the thunderstorm is cooler overall, allowing hail to be formed at lower altitudes. Because the temperature below the thunderstorm is also cooler than in spring or summer, even small hail is likely to survive to the ground. That said, we are mostly interested in hail that occurs in warm-season thunderstorms, though, because these can cause significant damage and crop loss.