Definitely! We make sure they are zipped up before going outside.
My poor brother still grieves for a kitty he lost. The kitty hated the carrier, so my brother always carried him from the car to the vet and back in his arms. He was just putting the cat back in the car when a passing truck backfired. Kitty went crazy and scratched him bloody. He could not hold on and the kitty ran away into the woods. My brother stayed in the vet's parking lot for hours trying to get the cat back. He and my mother went back every day for the next 3 days, but never found the kitty.
Very sad lesson learned.
Oh, in case anyone is wondering about us taking the kitties out in the snow, the cheetah looking fabric thing in the stroller with Pepper is a Snuggle Safe. You heat it in the microwave and it stays warm for hours. It keeps them warm on our winter walks. I also heat one up at night for Cammie. It seems to help her arthritis quite a bit.