I am trying to find the title of a short story about a group of robots on furlough/leave in the wilderness. There is a big snow storm and they are forced to leave the shelter where they are. They think that humans are legend but encounter them and are (maybe) hunted by them as they travel...
How about 'The night of the storm' - short story by Dean Koontz.
Quoting description from Wikipedia:
"The Night of the Storm": a group of intelligent robots go on a hunting trip in the woods, where they learn that the myth of "human beings" may not be a myth after all.
I've got a copy in the 'Strange Highways' collection - may have been published elsewhere too?
The protagonist is 'Curanov', a robot built in an automated factory more than 100 years ago. Like all the others, the purpose of his existence is to gain more 'experiences', and he is bored of climbing mountains, exploring the arctic, etc because he's always adapted to the environment. In response, he visits a nature reserve to go hunting, while modifying himself to have less extraordinary senses and strength.
The are prepared for snow, and told that more is coming:
"Now," Janus said, "the only thing you need to know is that a storm is predicted for northern Montana early tomorrow night. By then you should be to the lodge that will serve as your base of operations, and the snow will pose no trouble. Questions?"
As Curanov and his companions set off, they are warned that
"we get a dozen reports each month about `human beings' sighted in wilder regions northwest of here."
After hunting a buck, they find hints that something not a robot is in the area:
"There," Tuttle said, pointing at the ground before them. "Footprints," Curanov said. Leeke said, "They don't belong to any of us." "So?" Curanov asked. "And they're not robot prints," Tuttle said. "Of course they are." Tuttle said, "Look closer."
The consider following the tracks, but end up getting nervous in the forest and go back to their lodge. The discuss whether sentient organic beings are possible, but dismiss the idea:
"Have you ever encountered a single fleshy creature with even rudimentary intelligence in the manner of the robot?"
One of the robots disappears with their rifles overnight. The find him 'terminated' nearby, and decide to leave. They are followed and attacked by men:
Tuttle had fallen back under the relentless attack of a two-legged creature that moved almost as a robot might move, though it was clearly an animal. [...] A fleshy face stared back at him from a dozen feet away, blowing steam in the cold air. It was framed in a fur-lined hood: a grotesque parody of a robot face. Its eyes were too small for visual receptors, and they did not glow. Its face was not perfectly symmetrical as it should have been; it was out of proportion, also puffed and mottled from the cold. It did not even shine in the torchlight, and yet ... ... yet ... obvious intelligence abided there.
Eventually Curanov escapes, although he realises that no-one would believe him, and his world-view is disturbed:
But Curanov was haunted by one icy realization: If he must believe in specters and other worldly beings like men, then he would never again be able to think of the universe in rational terms.
It could be "But Who Can Replace a Man?" by Brian Aldiss.
A futuristic world in which machines are capable of thinking based on the tasks they have been designed to perform. One day the machines realise that the few remaining humans have died, leaving the machines to fend for themselves.
You can read it online as a PDF here.
A long shot is "Robot's Return" by Robert Moore Williams.
Long shot because the robots are not in the wilderness or being hunted, but they do think that humans are not just "legend", but a crazy baseless myth that is simply too ridiculous to entertain seriously.
They must have been invented and constructed by other robots! Some piece of protoplasm could not possibly have invented robots!
Robots Seven, Eight, and Nine travel interstellar, maybe intergalactic, distances to ancient earth, and explore it, to search for their robotic creators, arguing the whole while.
One of them believes, one is adamantly skeptical, and one keeps searching.
They find only markers, or headstones.
Seven shifted his feet. "Man," he spoke. "Man. That is a word for which we have no meaning. "Perhaps," Eight spoke softly, "perhaps it was the life-form that created us."
It is worth getting the long shot out here: it drove me mad trying to remember the specifics of the story, and I've read it.
Although it is custom here to quote up to almost the entire story instead of providing the title and author so people can go find it and read it, I have read it only in some old bound anthologies anthologies (most recently, Adventures In Time And Space) that are back in the library.
However! The title and author are enough to get a "bright enterprising" reader started, eh?