Via Pharyngula, we found this wonderful page at NOAA about Snow Rollers, which is how nature stocks up for snowball fights.
Seriously, when wind and snow conditions are just right (i.e. when the ground surface has an icy, crusty snow, on which falling snow cannot stick, and when there’s about an inch or so of loose wet snow on top of this, and when there’s gusty and strong winds), you get these wonderful wind-rolled snowballs.
I called the local news (WPTZ Plattsburgh) because the parking lot of where I work was covered in them! I had never heard of or seen them before!