A snowbow is what you call a rainbow in the winter. Here are a few examples.
Pretty snowbow as seen from the slopes of Copper Mtn ski area in Colorado: http://community.webshots.com/photo/254006077/254029352vZTtzV
Very distinct rainbow/snowbow above a ski hill somewhere in NC: http://community.webshots.com/photo/259951339/259993193IVSNUu
Unusual snowbows closer to ground level, formed by ice crystals at Silver Star ski area in British Columbia, Canada: http://community.webshots.com/photo/280790181/280791493Ooyhjy
Another image of a truly spectacular snowbow/halo effect created by airborne ice crystals and sunshine. The local term for this phenomenon is A Door to Heaven. Check out the album this photo came from, taken at Alta Badia, a group of ski resorts in the Italian Dolomite Mountains.
http://community.webshots.com/photo/109363455/109375203TAvdmJ
If you look closely rainbows can be seen in two of the photos used in this article for DCSki about a visit I made to Bryce Resort, Virginia. The temperature on this day was about 60 degrees and it sprinkled rain a couple times so I'd call these good old fashioned rainbows, not snowbows. http://www.dcski.com/articles/view_article.php?article_id=60&mode=search

What's the most unusual weather phenomenon you've experienced on a ski hill?

Mine was large grupel during a winter t-storm at HV. Grupel is frozen a precip that has the make up what seem like styrofoam.IT snow that goes thought same process of hail in the summer from what i understand. It came down in like .5 inch pellets, piled up to about 4-6 inchs in like 45mins then was gone. Really weird skiing felt more edgeable than powder but still soft.

Aurora borealis at Whistler:
http://community.webshots.com/photo/274824890/274826167pZXcGC