The Winter Bash hats look too good to let disappear into the hat box at the end of the bash!
Sure it's possible to screenshot them, but is it possible to download a copy of them, to have in all their vector goodness?
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They are all SVG files displayed on the page, which can be saved with some work.
The common ones are embedded in the CSS code for the page as a data URI, and the secret ones are loaded from individual SVG files. With the browser's developer tools, it's possible to find these URI's and save them to an SVG file. It's just a bit of work.
To make things easier for those interested, I've done the hard work and created a GitHub repository with every known Winter Bash 2016 hat.
Keep in mind that these hats technically belong Stack Exchange, and their license is currently unknown, though it has been permissive in previous years.