These are the closest and easiest to reach ski slopes:
Aprica - Valtellina Valley - The Snow Trains (https://www.valtellina.it/en/snow-trains-valtellina) includes train from Milan to "Tresenda-Aprica-Teglio" station, shuttle bus to ski area and ski pass.
Madesimo - Valtellina Valley, reachable by shuttle bus from Chiavenna train station. (https://www.skiareavalchiavenna.it/en)
Valmalenco, close to Bernina Piz, 4049 meters (https://valmalencoskiresort.com/en/)
Santa Caterina Valfurva, close to Stelvio National Park (https://santacaterina.it/en/home-2/)
Bormio and Livigno (Valtellina Valley - Northern Lombardy, close to Switzerland and St. Mortiz)
Bormio is an ancient thermal town (https://www.bormioski.eu/en/), Livigno a modern style town known for no-vat shops (https://www.skipasslivigno.com/en/). Both are ski resorts and close to Stelvio National Park.
Shuttle Buses from Malpensa and Bergamo Airport to Bormio and Livigno are available:
https://sites.google.com/site/mtbusaltavaltellina12/ua-34762871-1
Bobbio (https://www.pianidibobbio.com/en) and Foppolo (https://brembanaski.com/), both in Brembana Valley, Orobie Alps, two and half hour from Milan by car.
Seriana and Scalve Valleys (https://www.valseriana.eu/eng) , one and half hour by car from Bergamo, just north the thermal town of Boario and Iseo Lake.
For more Ski area:
https://roadto2026.regione.lombardia.it/en/