KOH-E-BABA, Afghanistan—Ten Afghan men jumped out front as the second international Afghan Ski Challenge championship began here on Friday.

Well conditioned to the air of central Bamiyan province, they "skinned" 1,500 feet up a mountain on foot, at the front of a zigzagging line of huffing contestants. At the top, they hit the downhill portion well ahead of their far more experienced Western rivals.

As...