Year of the Monkey
The Ice Hotel in Sweden
It is possible to sleep surrounded by walls of snow and ice 200km north of the Arctic circle but I'm not sure I'd call it a hotel. It's more like the tombs of the Pharaohs carved out of ice instead of sand but I can see why they might not have decided to market it that way. The building is entirely constructed of frozen water which melts away each summer. It still has fire extinguishers in every corridor though.