Even though Sochi itself is situated along the Black Sea, and some indoor events are being held next to palm trees, the nearby towering Caucasus Mountains play host to many outdoor events. Just to be sure there's enough snow in the mountains that shoot over 7,000 ft. up, hundreds of snow guns are in place.
In the attached image from NASA you can see some of the Olympic venues in Sochi, near the Black Sea, with snow capped (the white) peaks not far away.
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