Here are some things I would love for myself.
Heart of Wool has these awesome fingerless gloves made from repurposed sweaters. These are not really vintage, but could be made from vintage sweaters.
What about these floral pillowcases from Lucky's Vintage shop. Nothing like some cheery flowers on my pillow to brighten my bedroom on a cold winter day.
Here is a warm winter vintage coat from curiouskitty. Just the right thing to bundle up in to go out.