Winter announces its arrival with a dusting of snow as early as late October, and not uncommonly with 4 to 6 inches Thanksgiving weekend, as happened in 2008, when the image to the right was captured. 

This photo was taken in the parking lot for the Upper Loma Linda picnic area, facing east over the San Pedro Valley [map below]. A wet snow had come in the night before, leaving the west facing tree trunks quite white.  Taken at 10 am on November 28th, I suspect most of the snow on the trees was gone by the end of the day. 

I have returned to this spot frequently, but time has changed the foliage. I know where I stood to take the picture, but I could not get this same image again.

Snow totals vary a great deal by year - dry for 2014 and 2015, but with a good chance of either rain or snow in quantities for 2016. 
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2010 was a snowy winter.  The end of January saw several feet of snow at the upper elevations.  Here is a shot of Loma Linda Extension close to the highway, January 24, 2010.

Catalina Highway, probably about mile 20, close to the Spencer Canyon Campground turnoff, January 2010.

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Snow on Sabino Creek in Summerhaven. January, 2010.

Tucson Avenue with knee deep snow. Snowshoes were very helpful.

Catalina range, and Tanque Verde Valley, covered in snow. January 2007.