Snow was a form of precipitation which occurred when the air temperature was below the freezing point of water. It fell on planets such as Earth, (TV: "The Roof of the World") Gallifrey, (TV: Gridlock; AUDIO: The Toy) Sto, (TV: Voyage of the Damned) the Ood Sphere (TV: Planet of the Ood) and Ribos (during its Icetime season). (TV: The Ribos Operation)
The Tenth Doctor had a particular fondness for snow, commenting with glee when he arrived on Ood Sphere, "snow, real snow". (TV: Planet of the Ood) According to Maisie Johnson, it never snowed on Christmas Eve. (PROSE: The Gift)
Instances when it snowed
On Christmas Eve 1892, it was snowing in London although there were no clouds. (WC: Vastra Investigates) The Great Intelligence used animated snowmen to try to take over the Earth, which could form by themselves, due to them being made up of low-level telepathic snow. This meant that if someone caught in the telepathic field was thinking about the snowmen, then more would have been formed. If that persons thought about them melting, they melted. In the early hours of Christmas Day, the Intelligence was overpowered by the tears of an entire family crying for the loss of Clara Oswald, who had just been invited to be a companion of the Doctor's before she fell to her death. The snow that had been falling was turned into salty rain, the tears of a certain family. (TV: The Snowmen)
The Doctor has ran into 'fake snow' several times.
During Christmas Day 2006, the "snow" falling on London was in fact ashes from the remnants of the Sycorax space ship that had been destroyed by the Torchwood Institute, on Harriet Jones' order. (TV: The Christmas Invasion)
The Snow Farm in the town of Christmas created and dispersed snow as a source of providing water to Christmas and other settlements on the planet Trenzalore. Humans like Crantle went on the "snow run" to take sleds laden with snow to the outlying communities. The Ice Warrior Zontan sabotaged the Snow Farm to blizzard the nearby ridge with heavy snow as part of his plan to bury the Eleventh Doctor in an avalanche. (PROSE: Let it Snow)
Behind the scenes
One of the deleted scenes for The Waters of Mars showed the Tenth Doctor expressing his love for snow, only to have Yuri Kerenski disappoint him, by telling him that it's the "carbon wash" cleaning the atmosphere.