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 was extremely common on Andoria, (ENT: "The Aenar") and was fairly common in the high mountains of Earth.
In 2285, Dr. David Marcus was amazed that snow was located in the same sector as the tropical land on the Genesis planet. (Star Trek III: The Search for Spock)
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 Data's recreation of the holonovel A Christmas Carol from Charles Dickens it is snowing outside the window. (TNG: "Devil's Due")
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")
In Captain Picard's version of the Nexus, he celebrated Christmas with his family. Outside the Picards' home, it was snowing. (Star Trek Generations)