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I noticed that here in Nebraska a few weeks ago. My first thought was to take it into my small bathroom and turn on the shower to steam up the place. As it turned out I didn't have to because my pegs started holding ok. But that's probably what I'd do, unless someone here says "OMG you're an idiot don't ever do that!"
Opportunity is often missed because it wears suspenders and looks like hard work.
For general violin case humidity, I use something similar to 1stimestar. Mine is made out of a pill bottle with holes drilled in the cap and filled with "water marbles". I also cut a hole in the side to the accessory compartment so it has a permanent place in the case.
The marbles have done a good job over the past couple of years for keeping the humidity inside the case fairly constant in the harsher part of winter. But that is acting as maintenance, not emergency measures. Weather like this, where house humidity is sometimes dipping down to around 25%, that crude little rig keeps humidity in the case around 40 to 50%. But I keep the case closed except when I'm taking out the violin or putting it back, and I resoak the water marbles every day while I practice.
I haven't noticed any problems with my pegs.. BUT... Out of habit, when I tune up before practice, I take each peg down a notch and then bring it up to pitch. I was taught years ago to do that with guitars to equalize out some of the changes in stress due to temp and humidity before playing. so the tuning stays more stable. So they may not get enough time between sessions for humidity to have as much of an effect on if they slip or stick, I don't know.
But I do like KindaScratchy's approach for emergencies, and 1stimestar's film canister is a close cousin to what I use for just maintaining a more steady humidity in the case.
I've been meaning to make a silk bag for my acoustic violin. Among it's unusual properties, silk does act as a moderator for humidity. I've got the silk for it, I've just never actually gotten around to cutting and stitching it up.
"This young wine may have a lot of tannins now, but in 5 or 10 years it is going to be spectacular, despite the fact that right now it tastes like crude oil. You know this is how it is supposed to taste at this stage of development." ~ Itzhak Perlman
1stimestar's suggestion is perfect for the case but when your instrument is out, consider getting a snake such as the Dampit. Just remember to keep it moist. Soak it every day.
Got a Dampit with my Master. Love it. I only take it out to soak, you can play with it installed. It's working great in this woodstove-heated house!