It's snowing where I live. Are there any risks involved with boiling my wort outside, when snow can enter the boiling pot?
You'll be fine, as long as there isn't some obvious source contaminating the snow - like if it's actually falling off of a tree or roof and not coming directly from the clouds. Snow is basically freeze distilled so it's pretty clean.
I suppose if it's coming down very hard and several inches of snow fall in there it could it could dilute it a little bit, but I don't think you would taste the difference; it would be like adding some distilled water to the boil, I'm guessing it would be like a cup or two.
The only thing I could see happening is the ability to give it a really cool name like
Snow Balls Ale,
or Blizzard Stout,
or Black Ice Lager or something