Snowflake obsidian is a type of volcanic glass. Common obsidian is all black, but this variety has grayish patches where pre-crystalization took place. The 'snowflakes' can be very small, 1-2 millimeters in diameter to fairly large patches of 1-2 centimeters in size.

My supply came from estate sales so I'm not sure of the origin. South America is one known source, and just about every variety of obsidian can be found at Glass Butte, Oregon. While there are a couple well-known obsidian locations in Arizona, I don't think they produce the snowflake variety.