Held every four years the Winter Olympics are a chance for countries from colder parts of the world to show off their sporting skills.
Norway and Germany have dominated the top places in the medal table at recent Games, unlike the Summer Olympics where America and China were more successful.
Great Britain hasn't done all that well in the medal table at recent games.
Over the course of the past four Games, Great Britain has only picked up six medals.
But hopes are a little higher this time, with some strong hopes of success in the bobsleigh, skeleton and snowboarding events.
Previous Winter Olympics
1924 - Chamonix, France
1928 - St. Moritz, Switzerland
1932 - Lake Placid, US
1936 - Garmisch-Partenkirchen, Germany
1948 - St. Moritz, Switzerland
1952 - Oslo, Norway
1956 - Cortina d'Ampezzo, Italy
1960 - Squaw Valley, US
1964 - Innsbruck, Austria
1968 - Grenoble, France
1972 - Sapporo, Japan
1976 - Innsbruck, Austria
1980 - Lake Placid, US
1984 - Sarajevo, Yugoslavia
1988 - Calgary, Canada
1992 - Albertville, France
1994 - Lillehammer, Norway
1998 - Nagano, Japan
2002 - Salt Lake City, US
2006 - Turin, Italy
Obviously the Winter Olympics have to take place in a pretty cold place, but organisers in Canada have had to resort to slightly unusual methods to make sure there is enough snow.
Unusually high temperatures for this time of year mean snow's had to be brought down from higher ground to make sure there's enough of it around.
The Games begin on 12 February and finish 16 days later. More than 2,500 athletes will be in Vancouver to take part, competing for a total of 86 medals.
The Winter Olympics were first held in 1924 in Chamonix, in France, and used to take place in the same year as the summer Games.
That changed in 1994 at the Lillehammer Games in Norway, and although the Winter Olympics still take place every four years, they now take place in between Summer Olympic Games.