As mentioned before, there are Things in the fantasy arctics. Especially beneath the ice. Remorhazes. Yeti enclaves. Polar morlocks. Forgotten gnomish cities carved from crystal. Dire sharks. And, of course, frost worms—terrible annelids with magical blood that explodes after death, no less.
People have been disappearing out on the tundra. Hunters claim to have heard strange cries in the night. A wendigo is blamed, and villagers eye each other with suspicion, suspecting the cannibal spirit walks among them. The reality is even worse: A frost worm has moved into the area, trilling to lure and immobilize its prey.
A yuki-onna sorceress is accompanied at all times by at least one frost worm held magically in thrall to her. She finds the gigantic creatures invaluable for combating the minions of the winter fey powers who trespass in her domain, especially the undead hounds of the cold riders.
The largest white dragons don’t let frost worms’ death throes trouble them. They simply drop giant rocks or chunks of ice on the creatures, and make a sport of feasting on the scattered remains. The largest and most daring wyrms will even hoist young frost worms aloft and drop them on their enemies.
—Pathfinder Bestiary 2 126
Since I am writing this post from the future (translation: this post was nothing but a placeholder for two months) I can tell you that Golarion fans will also find frost worms on other planets, according to James L. Sutter’s Distant Worlds.