In Austria, police said the friends had apparently skied onto a trail that was closed.
Although they had avalanche protection equipment and deployed airbags, the victims were buried by the avalanche and suffered multiple injuries. They were located with the help of phone tracking.
On Saturday, authorities in southern Germany and Austria used a break in the weather to clear heavy loads of snow from roofs and roads.
But snow set in again on Saturday night. In the Bavarian town of Kempten, local authorities closed 11 sports halls as a precaution because the weight of snow on their roofs was expected to increase, the German news agency dpa reported.
Trains between the German cities of Munich and Lindau, on Lake Constance near the Austrian border, were travelling more slowly than usual because of a risk of that trees weighed down by snow could fall onto the tracks.