Dry ice is carbon dioxide in solid form. It's frequently used for keeping food frozen, especially when the food is being shipped. Dry ice is so cold that it can give you cryogenic burns if you touch it.
Dry ice is colder than ice made from water, and it stays cold much longer. Another advantage of dry ice it that most of its residue evaporates, rather than leaving a soggy puddle behind. Thanks to dry ice, it's possible to send ice cream in the mail and have it arrive still frozen. The steamy vapor dry ice gives off when you put it in water also makes impressive "smoke" for special effects in haunted houses.