Freezeezy Peak - Banjo Kazooie, mostly because of the music but also because I never played any other level that was able to hype me up for christmas more than this one.
Phendrana Rifts - Metroid Prime, excellent music, but also nice visual design. You could almost see and feel how cold it is.
5-4 Frosty Fruits - Donkey Kong Country Tropical Freeze, because this is the first ice level in the game and the first time that we see why the enemies captured all the fruits, to turn them into giant popsicles. It's brilliant. Also because it features an amazing remix of one of the best tracks in the entire DKC series.
5-6 Up Shuttlethread Pass - Yoshi's Woolly World, mostly because of the peaceful and heart warming music. This level makes me want to sit next to a fireplace with a cup of steaming hot cocoa.
Snowpeak Ruins - Twilight Princess, one of the most bizarre yet creative dungeons in the entire series in my opinion.
Tundra Man stage - Mega Man 11, very cool stage.
Chill Penguin stage - Mega Man X, usually the first stage I play whenever I play this game because of the essential slide upgrade.
Ice Country - Secret of Mana, once again a wonderful music. This is the song that first comes to mind when I nostalgically think about this game.
The Mountain - Journey. This part of the game made me cry.