In my game, the party stopped off on a planet covered with snow and ice. A lot like the planet Hoth in Star Wars, this planet is where the indigenous humanoid ocelots sent most of their population into space on Generation ships, bound for star systems unknown to the party.
I hope I have my science right for a planet under an ice age. I do know that over time, the oceans recede because of all the water locked up in glaciers. The ocelot population that is left is living in an Ice Age that was experienced during the early Neolithic. I'm not talking about the Younger Dryas, though.
The party's bounties are locked up in a bunker built on a glacier. Every year it moves like three inches from it's last position. The ocelot felines still have their high technology, and recently made the move to use the Lumineferous AEther (also called dark energy) as a source of light and heat and had given up on atomic power.
So any other ideas to make this place a cold, dark, dreary place?
So, I was working on an ice planet myself, and my idea was to have the players hired to go to a research station that has gone dark. When they get there, they find several frozen corpses inside but otherwise empty and with the power off. They would find evidence that something made the researchers attack each other. Investigation later, they figure out that that the researchers found an ocean under the ice, and some strange ruins at the bottom.
You could do something similar. A civilization/ruins/artifact, lost, buried beneath the ice for untold amounts of time. Then finally found, and something unleashed that killed their bounties. Or all but one, and the remaining one is insane.
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In my first group World building session the first planet we made was an ice world that had a heavy atmosphere and storms of razor Sharp ice shards falling from the upper atmosphere doing terrible damage and making the surface covered in ultrathin towering blades of ice that make travel almost certain suicide. The natives luckily came up with a solution, they live under the surface ice and travel via tunnels on-board large bladed surfboards that allow incredible speeds. We had a blast making this world up!
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*looks out the window*
How about have it orbiting a red dwarf star, which is why it's so cold and never gets any brighter than a night with a full moon. Also make the star actually look a deep red (real red dwarf stars are more orangey, but I figure some artistic license is ok).
If you actually want a scientifically acceptable red star, 'brown dwarfs' can produce heat by slowly contracting over time and could certainly look red. Karl Schroeder wrote a sci-fi book (Permanence) based on a civilisation based around red and brown dwarfs if you need inspiration.
If you want a magically acceptable red star, a massacre and/or a connection to some bloody outer plane could do it maybe.
Either might produce just enough heat to support a world of ice, snow and barely breathable air.
Saturn was once a dwarf star.
But there is another way I could get a planet in an ice age without using a star like Saturn was. By a change in the orbit of a planet. By making a planet have an oblong elliptical orbit, you can cause an ice age like the Younger Dryas.
Planetary ecology could be of critical importance. Think about how the ice age affects plant growth (both natural and agricultural,) and chains into herbivore/carnivore balance. Food production is a real problem; you could use that as a well of ideas for obstacles/story hooks.
Another thought, consider this:
If the living conditions are harsh enough, it's possible that remote areas of civilization are the most susceptible to catastrophic events. Backwater towns and island settlements could easily have their supply chains or communication systems break down; if food/fuel/supplies ran out in a place like this, or a particular virulent disease ran through a tight-knit community, it could easily wipe out populations, possibly even create frozen ghost towns.
Triaxus has a highly elliptical orbit which results in alternating periods of cold and heat. So much so, that the native Ryphorians have dimorphism based on the season they're born in, gaining innate heat or cold resistance.
How about an ancient, mysterious, and now malfunctioning Dyson Sphere (or any of the configurations you like for a structure that draws power from a star?)
How about a (relatively) small Dyson Sphere around a white dwarf (which are very small and dim but could still support some life depending on how far away the living surface is.) Perhaps whoever built it came after their original solar system was destroyed.
You could have living planets orbit a white dwarf. I know two people from Vanahaan's Star.