From the Super Mario Wiki
Super Mario series
Super Mario Bros. 2
Super Mario Bros. 3
In Super Mario Bros. 3, if a Buster Beetle gets its hands on one, it will throw it at high speeds towards Mario or Luigi. If one of the plumbers picks one up, he can only hold it for a short time before it disappears. When thrown, it can defeat enemies in one hit, not having to throw multiple ones at them. Another rarer Ice Block also exists. It is see-through and can be melted by fireballs from Mario/Luigi's Fire form. Some contain coins, while others contain Munchers. Lastly, there are Ice Blocks that are just slippery platforms. These Ice Blocks come in normal size (about the size of a Brick Block) and giant size (about the size of four Brick Blocks). All appear mostly in Iced Land.
Super Mario World
A few Ice Blocks make a small appearance in the level Awesome of the Special World. In this game, none can be picked up, because they all are slippery platforms. They appear as light blue Rotating Blocks.
Super Mario Sunshine
Super Mario 64 DS
New Super Mario Bros.
New Super Mario Bros. Wii
In New Super Mario Bros. Wii, there are five types of Ice Blocks: Ice Blocks that consist of enemies frozen by a Ice Flower, blocks that can be picked up and thrown at enemies in World 3 (they can't hurt players, unlike Barrels), a type of Snake Block called Ice Snake Blocks that only appear in World 3's castle, the giant blocks (in the same level mentioned) that can only be destroyed using Bob-ombs, and the blocks that only appear in World 9-7, which can be melted with fireballs from a Fire Flower or enemy.
New Super Mario Bros. U
Ice Blocks also appear in New Super Mario Bros. U. They once again act as platforms, but some can also act as an obstacle to the player because the Venus Fire Traps cause them to fall, and can instantly squish Mario, killing him in one hit. These blocks are in the level Piranha Plants on Ice.
Super Mario World 2: Yoshi's Island / Yoshi's Island: Super Mario Advance 3
In Super Mario World 2: Yoshi's Island, they serve as slippery obstacles that cannot be picked up, but can be melted by Yoshi's fire breath after eating a Super Red Watermelon, Podoboo, or Pyro Guy. Some Ice Blocks hide items. In this game, the blocks simply look like a block of ice.
Yoshi's Island DS
In Yoshi's Island DS, they retain their role from the original Yoshi's Island, however they can only be melted by Baby Bowser. Zeus Guys can also do that, and even melt some the young king of Koopas couldn't.