Weburbanist has a neat post about 5 Places You've Probably Never Thought to Go Skiing. Amongst the far out places are Lebanon (check the weather and the political climate before you go), Bolivia (the highest ski slope in the world) and this one above: Dubai.
The Ski Dubai indoor slope has over 20,000 square meters of interior space and accommodates snowboarding and sledding in addition to skiing. Since it is, of course, not weather-dependent it is open all year round with five runs of varying difficulty and a freestyle zone. The building is highly energy-efficient but of course no indoor ski area in the desert can be considered environmentally friendly.
How much money do they have anyways? Link