Alpine skiers tend to come from families that have a fair amount of money, or they have supreme access to facilities (e.g., manager or operator of a small ski area). Maybe Tommy Moe is one top athlete who came from a family with a more modest background.
Most Nordic skiers need years of financial backing before they can make it. It's not huge, but you need to invest at least $10-$15K a year for the better part of 8-10 years for equipment, coaching, and travel. Even to the level of getting a DI scholarship (which is no longer the preferred way to make the US ski team) will need 4-5 years of pretty good investment.And the amount they train and travel (working full time is not an option), they'll need help to cover living expenses - food, gas, housing.
Hockey is more expensive. As would any of the skating sports, except short track or long track speed skating. It would be less than Nordic but more than running.