It depends what kind of wolf you are talking about. Gray wolves (Canis Lupus) can live in the snow and often do. However, overall many wolves live in Canada, Alaska, Idaho, Mi … chigan, Minnesota, Montana, Wisconsin, Wyoming, and New Mexico.ray Wolves live in the rocky mountains. No that is not the case everywhere. Gray wovles also live in the wild near Minnesota and Wisconson. Gray wolves are found in North Am … erica, Europe, Asia, and the arctic.