While researching this unusual weather phenomenon I discovered some really interesting facts about this event and a video where you can hear the thunder as it is snowing.
It is defined as a thunderstorm with a brief heavy snow instead of rain. 
Patrick Market, Associate Professor of Atmospheric Science at the University of Missouri in Columbia, states 'thundersnow starts out like a summer thunderstorm, the sun heats the ground and pushes masses of warm, moist air upward, creating unstable air columns.
As it rises, the moisture condenses to form clouds, which are jostled by internal turbulence.
The "tricky part" for making thundersnow, Market said, is creating that atmospheric instability in the wintertime.
For thundersnow to occur, the air layer closer to the ground has to be warmer than the layers above, but still cold enough to create snow—a very precise circumstance.'
In the recent southern U.S. thundersnow storms, for instance, the atmosphere became unstable enough that thunderstorms with rain developed. Those storms then moved north where the air was below freezing, said Howard Silverman, a National Weather Service senior forecaster in Sterling, Virginia.
The thundersnow events were also coupled with "pretty decent snowfall rates," at the rapid clip of more than two inches (five centimeters) an hour, Silverman said.
There are usually four forms of thundersnow:
A normal thunderstorm on the leading edge of a cold front or warm front that can either form in a winter environment or one that runs into cool air and where the precipitation takes the form of snow.
A heavy synoptic snowstorm in the comma head of an extra tropical cyclone that sustains strong vertical mixing which allows for favorable conditions for lightning and thunder to occur.
A lake effect or ocean effect thunderstorm which is produced by cold air passing over relatively warm water; this effect commonly produces snow squalls over the Great Lakes.
A cold front containing extremely cold air aloft, steepening lapse rates and causing strong vertical movement which allows for favorable conditions for lightning and thunder to occur.
One unique aspect of thundersnow is that the snowfall acts as an acoustic suppressor of the thunder. The thunder from a typical thunderstorm can be heard many miles away, while the thunder from thundersnow can usually only be heard within a two to three mile radius from the lightning.
When thunder and lighting occur during a snowstorm it most often appears in late winter or early spring. In the United States, March is their peak month of formation, and on average, only 6.3 events are reported per year.
Market, Patrick S., Chris E. Halcomb, Rebecca L. Ebert, 2002: A Climatology of Thundersnow Events over the Contiguous United States. Wea. Forecasting, 17, 1290–1295.
We have visitors from 117 different countries
The top 10 for January
1. United States
2. India
3. China
4. Great Britain (UK)
5. Canada
6. Philippines
7. Russia
8. Germany
9. Japan
10. Australia
Thank You for Visiting!