From the Super Mario Wiki
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Aside from a few stone protrusions poking out of the snow of the Snow World, there is nothing noteworthy in the Snow World. The wind of the Snow World is extremely powerful though, as it has been shown to, on one occasion, blow Mario, Luigi, Princess Toadstool, and Toad through the air.
Underneath the Snow World is a large series of caverns and a river of lava. A large drainpipe that can transport someone to Flatbush, Brooklyn is also located in the caverns of the Snow World, though this drainpipe later becomes unusable after the legendary plumber, Salvador Drainado, uses it. Salvador Drainado installed a large piping system in the tunnels beneath the Snow World.