Theres a lot I like
TLOU's entire Winter chapter is very intense
Heart of Ice of Uncharted 2 is one I absolutely adore.
Snowpeak Ruins from Twilight Princess is up there for me as well.
The Frozen Wilds of Horizon.
The WOTLK expansion of WOW is my 2nd favorite (next to BC, obviously)
Death Peak from Chrono Trigger counts? If so, Death Peak.
Kamui of Okami
Some parts of I am Setsuna are just gorgeous, tho I wouldnt put it in my favs the whole game counts as an ice level.