There are wide ranges of temperature and pressure present in the solar system and there seems to be a lot of agreement that water should be present in many of these, most frequently as ice.
If you include amorphous ice, there may be two or three forms of ice observed to occur naturally right here on (or directly above) earth - if you include the atmosphere and even though noctilucent clouds seem to suddenly be a lot more frequent now in the Anthropocene you still consider them 'natural' in as much as any effect on the Earth due to life processes is natural (e.g. the appearance of atmospheric oxygen).
So just for example, are there measurements that can look at comets and say "yep, that's probably Ice $n$!" (where $n$ is the kind of ice)?
Do different ices have any electromagnetic signatures - visible, infrared, microwave - that allows one to deduce the type of ice that might be there?
Or other physical differences that could be detected in some way?
Future prospects: (or prospecting)
OSIRIS-REx will return a bit of a comet to Earth, although by the time it collects its sample the surface of Benu will probably be warm enough that any water ice that might be present on or just below the surface somehow will be hexagonal Ice I, and of course the sample's toasty return to Earth via re-entry has a maximum sample temperature specced at +75 °C, this discussion of water ice phases says
Subjected to higher pressures and varying temperatures, ice can form in 16 separate known phases. With care, all these phases except ice X can be recovered at ambient pressure and low temperature in metastable form.
so maybe some day, we'll see different forms of ice returned to Earth in specially designed capsules, or even see them first hand on an exploration mission.