I live in snow country and have had this happen a time or two. On dry pavement, in 4Hi, bad things can happen. As stated, broken metals parts may present themselves. However on snow, more than a half inch or so, the tire will have enough traction, but then will let loose with a clanking and a thump. On less than a half inch, keep in 2wd unless needed, or bad things can happen. Also, when in 2wd and cranking the wheel, the linkage and suspension will sometimes buckle and make noises as vehicle weight shifts. Very common, should be no problem. If it's very loud; though, have it checked for wear.