AKA an ice quake, or a frost quake. No, not tremors in glaciers and ice sheets; these are 'earthquakes' caused by the freezing of the ground, and as such are highly localized, and are non-tectonic. They can be very loud, and may in some cases be accompanied by electrical discharges1, but they are generally very mild, as earthquakes go.
As the ground freezes the water in the soil expands, causing pressure to build. This pressure can expend itself in loud pops and bangs and tremors and jerks. These effects are usually in the IV to VI range of Modified Mercalli Scale for Earthquake Destructiveness -- the 'noticeable vibration' to 'minor furniture-joggling and window-breaking' range. These occur at or near the surface of the Earth, allowing them to be very obvious to those nearby, and completely unfelt by people a 'short' distance (perhaps a mile or so) away.
Usually a quake is assumed to be a cryoseism if it is recorded locally but not by more distant seismograph stations. They usually occur within a few hours after a sudden freeze, with no snow cover on the ground (snow acts as an insulator), and as the coldest hours tend to be between midnight and dawn, they tend to happen in the middle of the night. There's some debate as to what sort of geological conditions are best suited to producing really good frost quakes -- wet sand and gravel are good, but so are pockets of water and large boulders (producing discontinuities in the ground texture).
As far as I can find, all recorded cases of cryoseism have been recorded in North America, primarily in New England, but also in Michigan, Wisconsin, Ontario, and Alaska. They probably do occur in other areas of the world, but true cryoseisms require some specific environmental conditions (sudden intense frosts, wet ground, proper geology), making them somewhat rare, and while they have been known of since the 1950s, they are not generally distinguished from true earthquakes.
There are also cases of small quakes in Greenland which are speculated to be caused by glaciers slipping on a layer of melted water2. Despite what Wikipedia may claim, I can find no evidence of these being referred to as cryoseism events. They are, however, referred to as ice quakes.