We don't really get to see the forests and lakes of Minnesota (of which there are many—it's the Land of 10,000 Lakes, after all). In this film, we just see bleak, empty plains filled with snow. At the beginning of the movie, for instance, a single bird wings its way through the snowy spaces, heightening the sense of isolation and disorientation. You can't even see a horizon, just sky and snow blending together.
Joel Coen commented: "The landscapes we used were really dramatic and oppressive. There were no mountains or trees, only desolate flatlands extending into the distance. That's what we wanted to put on the screen."
Why did the Coens opt for this hyper-bleak, empty kind of landscape? For one thing, it highlights the morally empty universe that Carl, Gaear, and Jerry inhabit. There's what you might call an existentialist subtext here: you have a blank slate, and you're free to draw on it, but you need to accept that consequences. Once you've made your chilly bed, you better be ready to lie in it.
Matt Seitz, the Salon writer, felt that "When you watch a Coens' film, you're not seeing reality but its exaggerated and distilled representation, an actual landscape reconfigured as a moral one." In other words, sometimes a snowfield isn't just a snowfield.
On the other hand, Marge has managed to create a comfortable world for herself in the midst of this snowy nothingness. She and her husband enjoy a placid, happy existence, based around food, family, various hobbies (painting, fishing), and watching T.V. in bed. Their bedroom is like a cocoon against all the cold heartlessness on the outside.
Fun fact: the Coens shot this film during one of the warmest winters on record, and a lot of snow had to be manufactured or brought in from Canada and North Dakota.