Snow is the formation of frozen water droplets high in a planet's atmosphere. It is white in color, and requires a temperature below 0°C to hold its form. Snow is extremely common on Andoria, (ENT: "The Aenar") and is fairly common in the high mountains of Earth.
In 2364, Wesley Crusher and a friend joined a holodeck program, which recreated the Denubian Alps. They went to the program for skiing lessons and later had a snowball battle. One snowball hit Captain Picard. (TNG: "Angel One")
In 2369, when the thoughts of the Deep Space 9 crew were becoming reality, snow appeared on the station's promenade. Odo predicted that there would be five or six centimeters of snow and asked if the environmental controls had broken down. (DS9: "If Wishes Were Horses")