It's so cold in Minneapolis (-21), you can pound nails with bananas, both peeled and unpeeled. This meteorologist does the frozen bubble trick as well, and tosses hot water into the air to watch it instantly evaporate. I actually tried the hot water thing myself when I got home from work tonight (it's -14 right now). It was pretty cool; I felt like Mr. Wizard.
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It sublimates. The hot liquid water breaks up into ice crystals and then much of that goes directly into a gas state. That part which doesn't falls as snow.
It's almost the same thing that happens when you hang wet clothes out in winter. They freeze, and then they dry as the ice goes from a solid directly to a gas without passing thru the water state.
Sublimation.
Neat huh?
Hot water trick is always fun