From the Super Mario Wiki
Ice Bros. are rare species of Hammer Bro that debuted in New Super Mario Bros. Wii. Ice Bros. resemble ordinary Hammer Bros., but with light blue/pure white shoes, shells and helmets. Instead of throwing hammers, they will throw Ice Balls at their enemies (similar to how Fire Bros. throw Fireballs, except that their ice balls disappear upon hitting the ground).
Super Mario series
New Super Mario Bros. Wii
Ice Bros. appear in World 3 of New Super Mario Bros. Wii. They are the enemies in the Enemy Course. As aforementioned, they use Ice Balls as weapons to harm and freeze a playable character into an ice cube (even freezing other enemies, including others of their species). Like most of their related species, they usually attack in a group of their members. If a Yoshi catches one of their Ice Balls, the Yoshi can spit it out in the form of a blue fireball that freezes anything in its path.
New Super Mario Bros. U
An Ice Bro throwing iceballs at Mario in New Super Mario Bros. U
Ice Bros. reappear in New Super Mario Bros. U, where they are found in only one level in Frosted Glacier, Icicle Caverns in which there are only 2 of them. They behave the same way they did in New Super Mario Bros. Wii, where they attempt to freeze a playable character by throwing Ice Balls.
New Super Luigi U
In New Super Luigi U, Ice Bros. are slightly more common. They appear in the levels All Aboard! and Frozen Fuzzies.
Paper Mario: Sticker Star
Ice Bros. make their Paper Mario debut in Paper Mario: Sticker Star for the Nintendo 3DS. Their appearance is the same as in New Super Mario Bros. Wii. They are usually enemies in most of World 4. They are quite a common enemy in this game, being slighty more common than Fire Bros. Like in New Super Mario Bros. Wii, they throw Ice Balls and try to hit Mario. The Ice Balls can freeze Mario for a few seconds and most of the Ice Bros. ice balls will home in on Mario. They are immune to all Ice Flower Stickers and Chillhammer stickers. Their main weakness is fire. If the player uses a Fire Flower or a Burnhammer sticker, they take double damage. They later appear in the first area of Rugged Road after the player has placed an ice based thing sticker (Which made the Fire Bros. inhabiting the area Ice Bros.). This game may prove that Ice Bros. are, in fact, Fire Bros. Mario will lose 3 HP if he is hit by an Ice Bros. ice ball.
Also in Whiteout Valley outside battle, if the player has froze into an ice cube and an enemy such as a Fuzzy or a Shiny Paragoomba hits Mario while he is frozen, Mario will get hurt since the enemy will attack first.
Mario Golf: World Tour
In Mario Golf: World Tour, one of the names that can appear on the tournament scoreboard is "Ice Bro".
Names in other languages