"Jigokudani" or "Hell's Valley" is in fact a name also given to other places in Japan with a lot of volcanic activity such as steam rising from between the cliffs - leading to good onsen (hot springs). Jigokudani in Yamanouchi is located 850 meters above sea level, in the mountains of northern Nagano, so there is a lot of snow here in winter. In fact, the area is buried in one meter of snow for a third of the year.
The troupe of about 200 "snow monkeys" you find living here despite the harsh conditions are Japanese macaques, who have adjusted to the cold and the snow. The place is unique as it is the only place in the world where wild monkeys bath in hot springs (but then, they are Japanese monkeys, so they just love hot baths!).
The bath, by the way, is man-made and the area is a park (Jigokudani Yaen Koen), but left undeveloped thanks to the fact that it is part of the Joshinetsu Kogen National Park. Another reason must be that it is relatively hard to reach, cars and buses have to remain at a far distance and a 30 min. trek through the snow is necessary. The park is open throughout the year.
How to get here: Take the Nagano Dentetsu line from Nagano to Yudanaka Onsen (45 min.). From there, take a bus to the Kanbayashi Onsen bus stop (10-15 min, 1 to 2 buses per hour) and then hike for 30-40 min to the monkey park. Near the park is also the rustic Korakukan ryokan, where you can stay the night and take an onsen bath indoors yourself. There is a small fee for entrance to the park.
[Live camera of the Monkey Park]