These are usually spontaneous eruptions of creativity in less than perfect urban settings and are not much fun because of the frigid, wet conditions. The life-sized woolly mammoth I built on the lawn of the American Museum of Natural History got a lot of media attention and resulted in a giant snow sculpture (of the North Wind) commission for the 1980 Winter Olympic Games in Lake Placid, NY and the documentary film Olympic Village Journal.
Snow is a tough, uncomfortable medium but has fewer limitations than sand. Snow allows tunneling and deep undercuts, but my hands and face suffer from cold and wet. My tools get frozen, and changes in temperature and humidity make this medium very challenging (but amusing for kids and spectators). The mammoth took about 40 hours of sculpting. The Stegosaurus was a re-sculpting from the woolly mammoth's original snow which had become soiled after a few days.