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As we've seen, when winter finally comes to the area, it comes heavy. Snow Days Chicago puts all that winter to good use as meticulously designed snow sculptures are constructed at Navy Pier this weekend. Or if you'd rather, visit the snow dogs at Morton Arboretum. Need some art? The State Ballet of Russia stages "Romeo and Juliet" at the Auditorium Theater, while COD hosts the New Philharmonic's "Madame Butterfly."