This is a prank pulled to promote 'Geostorm', a movie at first glance I assumed was a remake of 'The Day After Tomorrow'. In the prank, unsuspecting passengers are picked up by a taxi, at which point the Taxi TV station cuts to a breaking news broadcast announcing that dangerous ice storms are popping up out of nowhere in New York City, sometimes in just seconds. Then the broadcast loses its signal and the cab turns down an alley that's been set up to look like it's iced over -- complete with snow, frozen people, and birds falling from the sky. As far as pranks go, it's elaborate, but not very believable. The only thing that seems frightening is the jump-scare from the guy who comes and bangs on the window. If I were one of those passengers I'd give it a solid 4 out of 5 severe disappointments I wasn't on Cash Cab instead.
Keep going for the video.
Thanks to Nadia K and Kevin, who agree the driver should have turned around and been a snowman.