It's not known to happen in the UK, but sometimes appears in the US praries. This odd occurrence appears when there's perfect weather conditions and thick snow of two types - moist over powder - with strong winds. The sticky, heavy snow on the top gets caught by the wind and is pushed onto itself, creating this weird rolling snowball.
The snow is causing real problems now - Wednesday I was stranded and walked into work in town, but the rest of the week I have persevered to get to my village branch. It takes 15 minutes just to wheel my bike out of the carpark through the snow - you just don't have any grip for your feet and I daren't try to drive it out. It's alright once you get onto the road, but my heavy duty boots have proved ideal skis on multiple occasions!