Yossarian is of course needling his superior officers about the traumatic death of a fellow airman on his bomber -- the one whose death keeps flashing back to Yossarian throughout the book in at first vague and then increasing detail. The question expresses his fear of death and the unfair way his commanding officers keep raising the number of missions he has to fly before he can go home, thus increasing his likelihood of dying over the skies of Italy, France, or Germany.
But the question is framed as a punning quote of a famous line of poetry, “Mais où sont les neiges d’antan!” from a poem by the 15th century French poet, vagabond, and thief François Villon. The poem, “Ballade des dames du temps jadis” (“Ballad of the Ladies of Times Past”), celebrates famous women from history and mythology such as Heloise, Blanche of Castille, and Joan of Arc.
“Where are the snows of yesteryear?” is how the English poet and painter Dante Gabriel Rossetti translated that repeating interrogative line in the 19th century. Rossetti coined the English word "yesteryear" for "antan," which originally meant only "last year" but has since taken on the more lyrical, less precise sense of "years gone by."
The original tone of regret has often turned bitter and ironic when the line has turned up in such places as a Bertolt Brecht/Kurt Weill lyric (“Nannas Lied”), the Tennessee Williams play “The Glass Menagerie,” chapter five of D.H. Lawrence’s Lady Chatterley’s Lover, and more recently, Quentin Tarantino’s film “Inglourious Basterds” and episode three of the second season of the television series “Mad Men.”