Pykrete is a WWII-era experimental material made by mixing wood pulp with ice. It's easy to make, easy to work with, and it's bulletproof:
If so, we’d like to humbly suggest that you consider pykrete for all your snow fort construction needs. Pykrete is a composite material made of a mixture of wood pulp and ice. Named for its inventor Geoffrey Pyke, pykrete was an experimental material developed during the mad science heyday of World War II.
At a time when steel was starting to run into short supply, Pyke looked at ice, a material that can be formed for a fraction of the energy cost of steel, as a potential building tool. Early experiments ran into problems — ice is prone to being brittle — but they came across research that showed that if you mixed in cellulose with pure water, that the resulting stuff, when frozen, turned out to be quite durable.
How durable? Let’s put it this way: Would you like a snow fort that is bullet-proof?
How to Make an Indestructible Snow Fort — With Pykrete [Tim Maly/Wired]