They often used deep caves lined with straw. In warm climates, ice was shipped year-round from high mountains that almost always had snow and ice (an example is Crater Lake in NW Oregon, where there is usually snow left in August from the preceding March).
This became much easier in industrial times when mechanical refrigeration was developed in the 19th century, but it still took very large machines. Modern refrigerator-freezers date from the 1920s.

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