The answer, generally, is no. You can operate a snowmobile to cross a road of fewer than five lanes—excluding freeways and interstates, which are off limit—after yielding to all vehicle traffic. In some instances, you can ride a snowmobile on roads that are not plowed in winter, such as forest roads. You can also use the ditches along certain roads. Check before you go.
Check out these Whitelaw, WI ATV/OHV resources:
