Biomes that have snowfall, namely tundras and Taigas. Snow can be removed like any block, by simply hitting it, blowing it up etc. Placing a light source such as Torches, Fire or Lava will cause the cover to melt, however they will not cause the block version to melt.
When snow is destroyed using a Shovel, Snowballs are dropped. Four of these snow balls can be crafted into a Block of Snow. Snowballs can also be thrown. If it is destroyed by anything but a shovel, nothing will be dropped.