Thanks to Jane B for sending these in to me.
See also Old rare photo frozen Niagara Falls 1911 (via)
Lab Brat in the comments suggested it could be the Black Sea. See Black Sea Pictures and Black Sea is frozen.
Then again Voo said in the comments that it is Lake Geneva. Link to some pics of frozen Lake geneva here Frozen Geneva Photo Gallery by Nicolas TARDIF at pbase.com and here Flickr: tv's photos tagged with Geneva and finally here Ice and Wind on Geneva