h2g2 The Hitchhiker's Guide to the Galaxy: Earth Edition

where exactly does this phenomena occur?

Do you mean where on the planet? They can form in any country that has the right conditions. They're well-documented in the US and Canada; I'd expect to see them in northern Europe and Russia as well. I'm not as sure about weather conditions in the Southern Hemisphere - maybe someone living there will let us know...

Mostly you find them on the ground but a friend spotted a couple small ones on the roofs of houses in February 2003. Very weird....

Could this be what you are talking about?

http://www.despair.com/teamwork.html

That certainly looks like one: no footprints around it, and you can sort of see the layering effect. Neat photograph (the caption doesn't quite make sense, though, because snow rollers fall apart at the slightest change in atmospheric conditions - although that sounds like a lot of teams, come to think of it ).