I've recently looked into medieval mittens for a bit, and one rather nice one can be found in the Museum of London, on permanent display in the exhibition. It's interpreted to be a work glove and dated to the 15th century.

If you're very fond of this thing, you could actually buy a print of it from the MoL (or buy a print of a number of other find pictures).

There's more photos online, taken privately and stashed in a forum archive - you can find the photo list with full-size images via this link. Images 184-195 show the leather mitten. (I found some of the images via larsdatter.com. I then found the list thanks to knowledge from days long gone past, when I wrote html in a text editor and learned about the structure of web addresses... shows again that you never know when some weird knowledge may come in handy.)