Jessie Tarbox Beals took this picture in 1915 and named it Diana in the Snow.  The woman in the photograph is walking in front of Madison Square Garden and, if you look very closely, you can see the scandalous (at the time) golden sculpture of the goddess Diana perched atop the tower.

Here is a close up picture of Diana on a clearer day. The statue became strongly associated with the infamous love triangle involving Evelyn Nesbit that culminated in the murder of Stanford White in 1906.

The copper statue of Diana, commissioned by Stanford White, and perched atop Madison Square Gardens