Fortunately, with a bit of effort we can recreate this scene ourselves!
What you'll need:
A sturdy, low-hanging tree branch
Step 1: Roll a Snowball
Step 2: Fighting Gravity
Depending on the size of your snowmonkey, you're going to want about 40' of rope. Starting in the middle, begin wrapping it around your bottom snowball. When the two strands meet up on the opposite side, cross them to double back in a new direction until you've wrapped around enough times to be sturdy.
Once you've gone around 3-4 times, knot your remaining rope on each side around the spot where all the other strands meet. This will provide a solid anchor point to lift the snowball without dragging the rope out of place.
Step 3: Into the Tree
However you decide to get it into the air, you're going to want something to set it on while you secure the rope. I just used a regular garbage bin, but depending on how high your branch is, and how tall your snowmonkey will be, you may need something different. It will be very difficult to go back and change how high it will hang after this point, so try to picture its final dimensions and plan ahead.
While the snowball is resting on its support, knot the rope around the same anchor point we used earlier. Take whatever length is left over and wrap it around the snowball some more. This will add a little extra support, but mostly it just gets the rope out of the way.
Take away whatever you have it resting on, and hopefully you'll be left with a snowball hanging from a tree.
Step 4: Hiding the Rope
To hide the rope, we just need to pack more snow on top of it. Add a layer around the snowball until the rope is no longer visible, and even out any big lumps to make it nicely round. Bear in mind that this outer layer of snow doesn't have any rope holding it up in the air, so try to only add as much as you need to conceal the rope and do a bit of shaping.
We can also add the middle snowball now. This is accomplished just like any other snowman, except in this case adding the second snowball tends to unbalance everything, and it will want to fall over spinning around the anchor points of the rope. Packing more snow around the rope at the middle snowball will solve this, and will also be necessary to hide the rope again. You may want a friend to help hold it steady while you do this though.
Step 5: Arms and Final Touches
Packing snow around the rope can be a little more difficult when there isn't another snowball underneath it. I find it works best to take a scoop of snow in each hand, and cup them together with the rope in the middle. I had to use my bare hands for this part, since the snow wasn't quite warm enough to stick together on its own. Repeat this process to slowly make your way up the entire rope.
Pack some extra snow around the branch at the top to give some shape to your snowmonkey's hands, and then the rope should be completely invisible. No one needs to know that he's been made out of anything but snow.
Add a final snowball for a head, and decorate a face however you like!