Lots of people asking what these "snowballs' are rolling around in the backyard. These are called Snow Rollers. They occur when the temperatures are just warm enough (slightly above freezing) so that the snow melts just enough to stick together. The winds have to be at just the right direction and speed (usually light) for the snow to roll and coalesce without falling apart.
Here are a few pictures from Lexington and Medina, Ohio