One of the last places I would never expect to find evidence of ice would be on the surface of Mercury. Mercury is the innermost planet of our solar system orbiting very closely to the sun and temperatures can reach above 400°C. However, some craters on the poles of Mercury are in perpetual shadow meaning while exposed surfaces right next door are 400°, the shadows are perpetually frozen in cold.
NASA's Messenger probe has discovered strong indications that inside some crater shadows might hide water ice. BBC reports that the probes recent photos show that the so-called "radar-bright" patches line up perfectly with shadows of craters on the surface of Mercury. Mercury is one of the least studied planets in our solar system. Before Messenger, it had only been visited by one other spacecraft, Mariner 10 back in the 70s.
The bright patches were detected by ground-based radio telescopes back in the 90s, but scientists lacked imagery to be able to determine surface features surrounding those bright spots. By overlaying the radio observations of the radar bright patches with the latest photos taken by the Messenger probe the scientists were able to determine that the bright radar patches fit exactly with permanent shadows on Mercury surface. The scientist did note that this is not proof of ice existing on the surface of the planet since any ice deposit would need to be covered by a thin layer of some sort of insulating debris to remain stable.
"MDIS images show that all the radar-bright features near Mercury's south pole are located in areas of permanent shadow," said Dr Chabot, from Johns Hopkins University Applied Physics Laboratory (JHUAPL).