The list of Pokemon that can have the ability Show Warning has been expanded since the other answers were posted. All these Pokemon have the Snow Warning ability:
Alolan Vulpix Alolan Ninetales Snover Abomasnow Mega Abomasnow Vanilluxe Amaura Aurorus
Snow Warning (Bulbapedia)
Just Snover and Abomasnow. Snow warning.
Unfortunally these are the only 2 so far, lets hope kyurem gets it some day.
The Pokemon are Snover and Abomasnow. They are not impressive due to their horrible Typing, giving them 7 weaknesses.
Source.
