Belgica antarctica is the one and only insect that lives on Antarctica, and it is the largest purely terrestrial animal on the continent. They spend most of their lives as larvae eating algae, bacteria and detritus. They then emerge in masses in the Spring to mate and lay eggs. Adults live for around 10 days. Snow flies are a group of specialized crane flies that live in snow. Their hemolymph contains glycerol allowing them to survive. Adults can live rather long, up to 2 months.They force their proboscis onto the snow to drink water. Snow scorpionflies are a group of mecopterans that live in snowy areas in the Northern Hemisphere. They prove traditionally defined Mecoptera paraphyletic, as they are closer to fleas. Winter stoneflies are holarctic. Nymphs commonly dwell in shallow streams. Some like the Lake Tahoe benthic stonefly are neotenic. This is also not mentioning numerous springtails and mites that live in similar environments. Can we keep these in captivity?
I don't know if any of these have been kept in captivity, but i would love to see a zoo with Belgica antarctica.
Given their diet then for most of them a small refrigerated tanks would seem to be all that they need. I expect like most of these odd insects the public would simply not be interested enough. I expect researchers might be more likely to keep them in laboratories.
Most people think that insects only live in warm climates. If we market these insects to the public enough, many people might go "wow, I didn't know some insects lived in snow". It might not work, but it might work.
