In the winter our horses don't get ridden often, therefore don't move around as much as they do during the rest of the year. In their pasture, they make paths through the deep snow - to the water, the lean-to, and of course the hay feeder - and don't stray far from these paths for the most part. When we go out to feed or check on them, we always look to see if they have snowballs built up in their hooves.
Horses don’t get frostbite like humans do since their bodies naturally reduce the circulation to their ears and hooves as protection in extreme cold. As a horse moves around, his hooves are made to self-clean, pushing the snow and dirt out, but a combination of lower circulation and reduced movement around the pasture creates these snowballs.
Sometimes it looks like our horses are wearing high heels, which besides being uncomfortable can cause problems such as undue pressure on the soles of their feet. If left too long, the snowballing will cause sore muscles and tendons from an unnatural hoof angle.
It isn’t always easy to remove the snowballs but I have found that a ball-peen hammer works well. One should never use anything sharp or pointed when removing the snow - you don't want to puncture the sole or hit the wall of the hoof. By using light taps all around the snowball, you will loosen the packed snow and it will come off, usually in chunks.
I have heard of people spraying the hooves with Pam cooking spray, or brushing on a light coat of oil, but that needs to be done just about as often as going out and physically removing the snowballs. For those horses who remain shod through the winter, another option I've heard of is to use anti-snowball pads. Our horses are barefoot in winter, mainly because we don't use them but also because metal shoes are much more slippery for walking than the natural hoof.
It must feel good to have the snowballs removed because our horses have learned to stand and have it done without needing to be haltered or tied.