Cold air from the north moves over a large body of water which is (relatively) warmer and thus takes up warmth and humidity.

It then hits the cold shore, causing air temperatures to drop again as well. Colder air can carry less humidity, so it nearly instantly forms into heavy fog and clouds.

As air can move more swiftly over water than over land, it also gets "compressed" slightly upon hitting the shore, which can lead to the just-formed clouds to thicken up enough to cause heavy snowfall.

EDIT: what you see on this photo is the superhumid air condensing into fog and clouds.