Brewer's: Snow King
Gustavus Adolphus, of Sweden. (1594, 1611-1632.)
“At Vienna he was called in derision the Snow King, who was kept together by the cold, but would melt and disappear as he approached a warmer soil.” —Dr. Crichton: Scandinavia, vol. ii. p. 61.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894