The geographical region immediately south and east of Lake Erie. Every year during the six month winter a series of Canadian cold fronts sweep down, heading southeast. Generally a given front will start out only bringing bitter cold. But when it passes over Lake Erie, the front will absorb the water vapor above and on the surface of the lake. By the time it reaches the USA, namely northeast Ohio, far western Pennsylvania, and western New York, the front is brimming with frosty clouds. Cleveland, Erie, and Buffalo are soon swimming in a foot of snow. Power lines fall under its weight. Cars slide into ditches. You might even get a snow day, if you're very lucky. This happens with astonishing regularity, especially in January and February.
While the general region falls parallel to both the cotton belt and Bible belt, it has no relation besides that of a similarly catchy title. The steel belt, on the other hand, overlaps most of the snow belt's territory.