It's in Grampa that we meet a society of frigid people, although it isn't in Oz itself, but on the Nonestic island of Isa Poso. The name reflects Thompson's apparent obsession with words like "suppose" and "perhaps," with the same book introducing Perhaps City in the Maybe Mountains. Anyway, the inhabitants of Isa Poso are made of ice and snow, and are capable of regrowing lost limbs. Not surprisingly, their personalities are as cold as the substances of which they're made. Isa Poso was once home to a dragon named Enorma, whose mere approach would melt any nearby people. The ruler, King Chin Chilly III, offered half his kingdom and his daughter's hand to anyone who slew the dragon. When Prince Tatters and Grampa went to collect this reward, however, it ended up being Princess Poso's literal hand (she immediately grew another one) and a useless and uninhabited part of the island. I suppose that, to a man of snow, this is a hilarious joke.
In Ojo, our heroes come across Crystal City, a Munchkin community that shares its name with a stop on the Washington subway. When they arrive there, they find the city and its crystal inhabitants frozen stiff, which turns out to date back to when the ugly and clumsy Princess Crystobel refused an offer of marriage from the even uglier King of the Snow Dwarfs, who lived at the nearby Snow Mountain. (See, I told you Thompson contradicted her own statement.) The dwarf sent an ice-breathing blue dragon to freeze the city, and it remained that way for fifty years, until Realbad melted the dragon. The Snow Dwarf King never appears onstage, but I think it might be interesting for him to do so. I actually worked him into a manuscript I was writing, in which he wants to marry Dorothy, but I'm not sure copyright restrictions would allow me to get this published.
Since I've already described Neill's Zerons (well, as well as he described them, anyway, which frankly isn't all that well) in my post on Ev, I think the next icy community to discuss is Icetown, located in a hidden clearing in a Winkie forest. It's inhabited by snowmen, of the variety that children build during the winter, except alive and animated. They live in igloos, and keep the North Wind as a slave. Sort of like Frosty, only not at all jolly and happy. When the protagonists of Hidden Valley stumble upon Icetown, the town chief orders them all frozen in the Deep Freezer, but they manage to escape.
There's snow in Oz in Merry Go Round, but not that much is made of it. The landscape around the Link, the lake of ink in the Munchkin territory of Sign-Here, resembles a snow globe, so it constantly snows there. There aren't any snowy inhabitants around there, though (at least as far as we know), so I think we might as well move on to Eric Shanower's Ice King. "The Ice King" was originally a non-Oz story by Eric with some heavy Oz influence, and he eventually made it into a full-fledged Oz graphic novel. The Ice King is a powerful immortal and magic-worker, who journeys to Oz in the company of his Ice Imps. He seems friendly at first, but he captures Ozma during the night, aiming to make her into his Ice Queen. It's up to Dorothy, the Scarecrow, the Tin Woodman, and a candle man named Flicker to save Ozma from the dominions of the Ice King, which are located far to the south of Oz. It kind of seems like the Ice King's position is redundant with that of the Frost King, but maybe the Frost King rules the Arctic and the Ice King the Antarctic.