The blazing hot surface of Mercury, 400 degrees Celsius during the day, might seen an unusual place to find water ice. But nighttime temperatures drop well below freezing, and that planet also has no axial tilt so the Sun is always above that planet's equator and thus is very low on the sky when viewed from the planet's north or south poles. Which means that the bottoms of deep craters near the poles are permanently shadowed and never see any sunlight, and thus are very cold. Cold enough to cause any water vapor there to freeze out at the bottom of these craters. But Mercury is airless and waterless, so there should be no ice there, right? Except for when an icy comet happens to impact the planet, which would create a hot plume of water vapor, most of which will escape the planet. But a tiny fraction of that escaping vapor will find its way to the polar craters where it freezes out, so these polar craters are slowly accumulating cometary water ice over time.
This expectation was recently confirmed by the Messenger orbiter at Mercury, which detected changes in the flux of neutrons from the planet's surface that is consistent with patches of water ice at the bottoms of these polar crater. Red areas in the above image of Mercury's north pole are the permanently shadowed regions, and yellow indicates where Earth-based radar imaging of this planet showed likely sites of water-ice deposits. For more information, visit the Messenger website for additional details.