The word you want actually the phrase, "long underwear." In the United States, in ordinary life in winter, we tend to go from heated building to heated building in heated cars, and don't adjust our clothing very much to the winter. For recreation, or if our jobs involve outdoor activity, we use various kinds of practical warm clothing. The kind depends on the situation, the weather, and whether it is important to us to be stylish. One problem is that because we keep most buildings heated to about 20°C--we are frugal, "green" energy savers and have our house thermostat set to only 19°C--long underwear tends to be too long indoors. RIght now, as I write this, it is about 0°C where I live. It often gets down to about -10°C. I am in my sixties and my legs get cold easily, and the answer to your question is that I am not going to wear long underwear today, but I do have some in my drawer. When it gets colder, I wear it, and when we are going on camping trips, I wear it.

Northern Italy here, yeah, along with thermal undershirts, they are part of my loungeware at home, specially for sitting at the computer. I don't wear them outside, good socks and a coat are usually enough. Other than that, I know some amateur soccer players who wear them during their outdoor training.

If you are talking about under snow pants? Yes, we wear regular pants of some sort like jeans, thermal, or workout wear underneath. I live in USA.

I'd call those 'thermals' or 'thermal underwear' or a 'thermal layer'. And no, we don't normally have wear them in England, because the climate here is fairly mild. The average winter temperature where I live rarely drops below 5 degrees Celsius, so there's no need for thermals. People have them put away for ski-ing holidays and mountain trips.