Snow

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, Gallifrey, Sto, Ood Sphere and Ribos (during its Icetime season). (TV: "The Roof of the World", Gridlock, Voyage of the Damned, Planet of the Ood, 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)

Whenever the Eleventh Doctor saw snow, it made him think of Scotland, and Jamie McCrimmon. (PROSE: The Silent Stars Go By)

The Eleventh Doctor once stated that snow could remember, although they existed only as a mirror. (TV: The Snowmen)

Instances when it snowed
In 1289, the First Doctor, Susan, Barbara and Ian landed on the snowy Plain of Pamir and had a brief snowball fight. (TV: "The Brink of Disaster", "The Roof of the World")

Upon arriving in 1851 London at Christmas, the Tenth Doctor was very pleased to see actual snow. (TV: The Next Doctor)

When the Ninth Doctor and Rose Tyler were in Cardiff in 1869, it had snowed before they arrived and it snowed again after they left. (TV: The Unquiet Dead)

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)

In 1898, when the Eighth Doctor and Fitz Kreiner were thrust into events at Banquo Manor, its grounds were covered in snow. (PROSE: The Banquo Legacy)

It was snowing in Antarctica when Sarah Jane Smith was on the Blathereen ship. (TV: The Gift)

In 2059, the Tenth Doctor was happy to see real snow on Earth after bringing the remaining crew of Bowie Base One back from Mars. (TV: The Waters of Mars)

Snow fell over Sardicktown when the Eleventh Doctor visited it. (TV: A Christmas Carol)

The planet where the Eleventh Doctor and the Arwells encountered the Wooden King and Queen was covered in snow. (TV: The Doctor, the Widow and the Wardrobe)

Snow lay on the surface of the Dalek Asylum when the Eleventh Doctor was sent there. (TV: Asylum of the Daleks)

Fake snow
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)

During Christmas, 2007 the tenth incarnation of the Doctor used his TARDIS to excite the atmospheric conditions around London to create snow. Although presumably "real" in that it was a form of water, it wasn't "naturally occurring" snow. (TV: The Runaway Bride)

On Christmas Day, 2008 the ballast from the spaceship Titanic went through the atmosphere, where reentry resulted in another instance of falling ash that resembled snow. (TV: Voyage of the Damned)

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.