You can also call a balaclava a "ski mask," and the ski slope is a place you're sure to see people wearing them, since a balaclava protects your face from icy winds and frigid temperatures. Grab a balaclava the next time you're headed out into the snow, and it will protect your cheeks from frost. Balaclava is named for a Russian village (Balaklava) where soldiers fighting in the Crimean War wore knitted hats that covered their faces.75