Sure. The venue in question is the Arctic Ice Room, to be found in Qua, the spa at Caesars Palace and it's true that snow falls from the ceiling, though it's fake snow.
This specialized room within the spa comples at Caesars debuted in November, 2006, and is still going strong. "Qua" is Latin for "here" (the idea is to live in the moment, which is a little easier when you're being pampered in a spa than when you're walking the Strip in August and it's 112 degrees in the shade). It's also evocative of "aqua," as Qua strives to recreate the Roman-bath experience in all its myriad splendors, including the new trend of the "social spa," which aims to create a "vibrant gathering place in private men's and women's areas."
At 50,000 square feet, Qua is large for a spa, the largest in Las Vegas, in fact. In addition to the Arctic Room (more of that later), it features three pools that vary in water temperature, along with the Laconium Room (ultra-heated) and 50 treatment rooms. Treatments include every kind of massage known to man, including Hawaiian lomi lomi; seven kinds of facials; body wraps and masks (with mud); hydrotherapy, Vichy showers, steam, and sauna; crystal body art with the ever-popular Swarovski crystals; Dancing Waters, which directs seven water jets onto strategic points on your back and is accompanied by a Polynesian salt scrub; even "dream interterpretation" and, unique to Qua, "lunaception," which might (or might not) increase fertility "by synchronizing the couple's breathing during the side-by-side massages performed in the presence of Venus statuettes and during specific lunar phases." There's also a barber and beauty salon, a fitness center, and a tea room complete with tea sommelier.
Your session begins with a dip in each of the three cleansing mineral pools kept at 98, 104, and 72 degrees to relax and detoxify the body.
In the ice room, you'll find mint-infused air chilled to 55 degrees, with "snow" falling from the glass ceiling. It's 98% water and 2% chemicals, machine made (from a SnowMaster snow-making machine), and dissolves in a few minutes (in the course of researching this answer, we did come across another company that offers a similar treatment but with a 100% "pure as the driven" chemical-free variety of snowflake.
When we first tackled this subject, back in 2007, this facility was reportedly the only one of its kind in the country, though two more ice rooms (at 45 degrees) and two snow rooms (with real snow at 32 degrees), were reported to be en route to the Strip. If they ever arrived, we have yet to hear where they landed, but the facility at Qua is still going strong.
The idea is that as you sit naked in the cold, the rapid cooling of the body has some health benefits as blood rushes away from the skin and into the organs and brain; the contrast between a super-hot sauna or steam room to a 55-degree ice room is a form of passive exercise that's said to be good for the cardiovascular system.
Qua is open 6 a.m. to 8 p.m. daily. There's a $45 day charge, which includes use of the fitness center. A 50-minute Swedish massage starts at $140 (discounted to $99 Monday through Thursday). For reservations and information, call 866/782-0655 or visit their website.