My sister got giardia from the ice in her margarita in Nogales, Mexico, so don't only "not drink the water" there, I guess. It apparently lived in the ice (her doctor stated).........
I live in Cali, so I'm fairly sure the snow, except it very high elevation, is not safe, based on the airborne particulates present everywhere.........
Cryptosporidium, and/or brain eating amoeba critters (I forget the scientific name, causes encephalitis or similar), I think I'll always treat my water, either by UV or long boil or chlorine or something.........