From CNN.com: Phoenix lander spots falling snow on Mars

NASA's Phoenix spacecraft has discovered evidence of past water at its Martian landing site and spotted falling snow for the first time, scientists reported Monday.

The snow was detected by a laser instrument 4km of the ground.  Unfortunately, the snow is vaporizing before it gets near the ground, so you won't be seeing any snowstorms on Mars any time soon.  Still, it's interesting.

More info from NASA.