Frosty was the chief antagonist of the animated short film Jesus Vs. Frosty, created by Trey Parker and Matt Stone.
The story is that the four kids build a snowman and, in the vein of "Frosty the Snowman", put a magic silk hat on it to make it come to life. Unfortunately Frosty turns out to be evil and deranged, sprouting huge tentacles and kills Kenny (the Cartman-resembling boy). This leads Kyle to be the first to utter the famous line: "Oh my god! Frosty killed Kenny!". The boys go to Santa Claus for help, but it's Frosty in disguise, and he kills the character who resembles Kenny (as we know him from the TV-series). The two remaining kids run away, and then find a nativity scene with a baby Jesus, who flies to the evil snowman and kills it by slicing off the magic hat with his halo. After seeing this, one of the boys says another known line: "You know, I learned something today". The two kids realize the true meaning of Christmas: presents. So, as a deer nibbles on the Cartman-resembling boy, they go to their homes to find the presents hidden by their parents.
This film has been referenced in South Park episodes, such as "The Simpsons Already Did It", where at the very beginning Stan says "Ok; now put the nose on it Tweek" and Tweek replies "But what if by putting on the nose the snowman comes to life and kills me?" to which Stan says, "Tweek when has that ever happened? Except for that one time." It was also referenced in the season six Christmas special: "Red Sleigh Down", where in the middle of the episode the four boys say "Jesus!" and shake their heads side-to-side in exactly the same way that the Stan and Kyle-resembling boys did in the short film.