Minecraft wiki entry for Snow_Block, associated text: Snow may still fall on top of snow blocks, making them look taller than they actually are.
When a snow block is on grass, the grass block changes to a different "snowy" texture as if a snow layer is on it. However, because snow is not transparent to light, the grass changes to dirt shortly after.
Snow blocks, as well as snow layers, are the only blocks that require a tool other than a pickaxe to be mined successfully.