Sad girl in snow

From Webcomic Wiki

Sad girl in snow is a meme in anime fandom popularized by the webcomic Megatokyo. The name is taken from the title of a sketch that exemplifies one of the styles of Moé used in anime and manga: an attractive girl with a hint of sadness and vulnerablity which appeals to fans' protective instinct. In this example, the cold, sad girl seems to need warmth and comfort.

Naturally, the phrase can be used in a pejorative sense to refer to a character design that panders to an audience by creating a delicate, vulnerable female to idolize.

The sketch has been referenced and parodied by many webcomics. The term was first used in Megatokyo as an allusion to a drawing by Piro, one of the webcomic's characters. Megatokyo's author, Fred Gallagher, posted a version of the drawing on his art site soon after. The authors of Mac Hall later publicized the meme in Megatokyo guest strips that poked fun at Gallagher's often-melancholy personality and writing style.

The actual sketch was not shown in the comic until two years after it was originally mentioned.