Snow spirits

The Snow Spirits are major characters of the Adventure Tours in Mario & Sonic at the Olympic Winter Games. In the Story Mode, Bowser and Dr. Eggman are working together to melt all the snow in the Winter Games by capturing all Snow Spirits. Mario and Sonic team up to stop them and save the Snow Spirits. During the mode, Mario and Sonic meets several characters who will join them on their quest after completing their set of challenges. The Snow Spirits can be saved when beaten all the Rivals challenges.

It is probable that the Snow Spirits are the controllers, rulers, and maybe even creators of Snow.

Frosty
Frosty is the 1st snow spirit Mario and Sonic encounter.He is the leader of the snow spirits because of his determined attitude.When Mario and Sonic arrive at the top of Icepeak,Rouge is there to challenge them to a Figure Skating match.Bowser and Eggman appear with Blizza,Blizland's snow spirit and offer Rouge a larger whitestone if she challenges Mario and Sonic.Rouge accepts the offer and tells Bowser and Eggman if she doesn't win they have to give up Blizza.When Rouge is defeated she helps save Blizza,but Frosty is kidnapped by Bowser and Eggman.When Mario and Sonic arrive in Blizland they have to defeat Dry Bowser.Once Dry Bowser is defeated,Blizza sneaks up on him and frees Frosty.At the end Mario and Sonic have to defeat Bowser and Eggman to end the Adventure Tours.

Trivia

 * The Snow Spirits have a strong resemblance to the Star Spirits in name, appearance, and role in the story.
 * Each of the snow spirits names is a pun of the town they live in.