In cold climates many people crave fat.
I read that there is a great source of fat in wild nature:
maggots 
If there is a carcass, there might be some maggot, and they transform the animal protein into fat. I heard of people using live maggot, and using them instead of butter. Sure, farming animals to make maggots, seems very inefficient, but in the wild, it can be a good opportunity.
Another way to get fat, but this time from sugar, is with waxmorms: they transform
honey into very fatty grubs. But then you need to do some "farming" I guess, or you might be "lucky" to find a hive full of fatty waxies.