Originally a professional jazz musician, Snow has a long-standing interest in improvised music, as indicated by the soundtrack to his film New York Eye and Ear Control.
As a pianist, he has performed solo and with other musicians in North American, Europe and Japan. Snow performs regularly in Canada and internationally, often with the improvisational music ensemble CCMC and has released more than a half dozen albums since the mid-1970s. In 1987, Snow issued The Last LP (Art Metropole), which purported to be a documentary recording of the dying gasps of ethnic musical cultures from around the globe including Tibet, Syria, India, China, Brazil, Finland and elsewhere, with more thousands of words of pseudo-scholarly supplementary notes, but was, in fact, a series of multi-tracked recordings of Snow himself, who gave the joke away only in a single column of text in the disc's gatefold jacket, printed backwards and readable in a mirror. One track, purported to be a document of a coming-of-age ritual from Niger, is a pastiche of Whitney Houston's song "How Will I Know."