Open differentials are not one-wheel drive. Both wheels transmit the same amount of torque to the road, but when one wheel spins and loses traction (and its ability to transmit torque) the other wheel follows suit. All-wheel drive systems frequently use a set of open differentials connected by another open or limited-slip differential. This means that you can get hopelessly stuck in an all-wheel drive vehicle in the right conditions. I should know, I own one and have gotten stuck.
The biggest difference between those who get stuck and those who don't are the TIRES! I don't care if you have 500 ft/lbs of torque and a fully locked 4WD drivetrain, if you're running slicks you're not going anywhere in the snow. Snow tires are the best investment you can make for winter weather, period.