Winter Olympics 2010 - Vancouver, Canada

African athletes from Algeria, Ethiopia, Ghana, Morocco, Senegal, and South Africa particapated.
NBC TV site - Need to install Microsoft Silverlight to see videos. http://www.nbcolympics.com/

Winter Olympics 2006 - Torino, Italy

African countries participating in the Torino Olympics were Algeria, Ethiopia, Kenya, Madagascar, Senegal, South Africa. Phillip Kimely Boit of Kenya and Robel Teklemariam of Ethiopia participated in cross-country skiing. Leyti Seck of Senegal and Mathieu Razanakolona of Madagascar participated in alpine skiing. http://www.torino2006.org/ENG/IDF/ATH/X01_AFR.html

See also BBC 2002 article on Philip Boit and Isaac Menyoli (first Cameroon athlete to compete in the Winter Olympics and article on Philip Boit.