Never in my life have I seen any other person whose appearance - how shall I put it - was so completely dominated by the eyes. They were the light eyes of his mother, but her somewhat staring, penetrating gaze was even more marked in the son and had even more force and expressiveness...After he first came to our house and I introduced him to my mother, she said to me in the evening, 'What eyes your friend has!' And I remember quite distinctly that there was more fear than admiration in her words.
— August Kubizek on Adolf Hitler

Piercing and icy, pale blue eyes, and sometimes gray eyes, that seem to look right through you. As a reflection of character, this variety of blue eyes indicates the coolness (as in Rule Of Cool) or even coldness (as in cold and calculating) of the person who has them. Tends to overlap with Elemental Eye Colours if the character is An Ice Person.

Compare Midnight Blue Eyes. Contrast Innocent Blue Eyes. If this is supposed to be scary, it may overlap with Creepy Blue Eyes.

No Real Life Examples, Please!

Examples

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Anime and Manga

In Tsukihime, Shiki's eyes are a piercing icy blue when he's not wearing his glasses.
Mello of Death Note has blue eyes of the piercing, icy variety.
Kiba's human form from Wolf's Rain has eyes that look either blue (icy, piercing variant) or blue-gray. It denotes his Chosen One status, since the other wolves keep their amber eye color even in human form.
Both Heero Yuy and Zechs Merquise from Gundam Wing have the "piercing and icy" type, as does Treize Khushrenada.
The cynical chimera Zelgadis of Slayers has icy turquoise eyes; however, in the novel series, they're purple.
In Neon Genesis Evangelion, Asuka's light blue eyes are definitely of the "piercing, icy" variant, though they could also be blamed on the common Stereotype for Germans.
Taki's of Hyakujitsu No Bara stick out. Mainly cold and icy, but also suggest his purity (probably), as well as being exotic.
In Bleach, Hitsugaya (pictured above) and the Ishidas have blue eyes of the "piercing, icy" variety. Hitsugaya is An Ice Person. Ishida Uryuu is an Aloof Ally (or tries to be) who comes from a clan of Energy Bow-using hollow-hunters. His father Ryuuken takes aloofness to a completely new level.
Renamon from Digimon Tamers combines this with subverted Black Eyes of Crazy, resulting in a constant Death Glare -ish look, even if she doesn't mean to give that impression.
Eclair from Ouran High School Host Club has piercing blue eyes. They're so bright and in contrast with the darker colored eyes of, well, everyone else, they seem really unnatural.
Mikado from Durarara!! is a subverted bait-and-switch of Innocent Blue Eyes. Early in the series, the audience thinks he's your average Naïve Newcomer, trusting and uncorrupted by Ikebukuro city, but later, we find out he's actually been the cold and calculating chessmaster and leader of the dollars this whole time, has been Obfuscating Stupidity, and is the type of person you don't want to cross. On one occasion, he actually shivved a guy with a pen. It's at this point that you realize they were actually Icy Blue Eyes all along.
Chizuru from Shinryaku! Ika Musume is the piercing type, but usually, she keeps them closed.
In Chrono Crusade, after Joshua goes insane after being recruited by the villains, his eyes are definitely "icy".
Knives form Trigun has light, icy blue eyes in contrast to his brother's more innocent turquoise eyes. This difference may represent their different personalities.
Yusei Fudou of Yu-Gi-Oh 5Ds has incredible, bright, piercing blue eyes.
Seto Kaiba of Yu-Gi-Oh! has cold, blue eyes. And then there's, of course, his "Blue Eyes White Dragon".
In Naruto, Naruto's father, Minato, can go from friendly to his True Companions to piercing to his enemies. Naruto himself can now also go lava-chillingly cold when pissed, to an extent that even the Kyuubi backs off after a look from him.
November 11 from Darker than Black has very light blue eyes that can most definitely be described as "icy". This is appropriate, since he's a sociopath with ice powers.
Chrona's eyes in Soul Eater are sometimes a very pale shade of blue, which fits an odd variant of "cold piercing" in that they usually signal him/her going into 'kill mode' (or the closest thing to a Game Face Chrona gets).
Negima!:
- Evangeline, a icy, cool, calculating, Really 700 Years Old vampire, gets this trope as well as showing her Phenotype Stereotype background. (However, she switches to Green eyes in the first Negima anime.)
- Fate Averruncus a cold, calculating Emotionless Guy (as seen here)◊ who is unwilling to even hear Negi out at first, focusing only on his plan. Over time, though, he shifts into Innocent Blue Eyes as emotions start showing up, turning him into a Tsundere.
Ray Lundgren of Gun X Sword has very narrow and very cold blue eyes that match his cold personality.
Haibara Ai of Detective Conan has a very cold and calculating nature, which matches up to her blue eyes. After all, she did work for a criminal organization most of her life.
Rena Ryuuguu of Higurashi often gets these looks when she's going crazy. Most of the time, though, her eyes are warm and friendly, but when she starts getting those contorted pupils, it's time to run....
Shinomori Aoshi of Rurouni Kenshin. Lampshaded by Misao's Image Song, which is all about them.
Griffith from Berserk has these, being not only the Big Bad of the series, but also the Manipulative Bastard, The Chessmaster, and the Bitch in Sheep's Clothing of the series, all characteristic of his cunning nature; that, and he's a stark contrast to his former-friend-now-rival Guts, who has Brown Eyes. But god - don't let him look at you with those eyes! You're doomed otherwise!
Sakuya Ookochi from Sensual Phrase has deep, piercing blue eyes, befitting his Bastard Boyfriend nature. They are often commented upon, due to how uncommon natural blue eyes are in Japan. This is actually a plot point, since Sakuya is half-American and inherited his blue eyes from his father...the evil foreigner who raped his mother, Reiko.
Eyeshield 21 has Shun Kakei which reflects both his stoic personality and his team's water motif.
Tokyo Mew Mew's Deep Blue has icy blue eyes to match his cold and cruel personality.

Fan Fiction

Noel, one of the main characters of Titan Legends, has eyes that have been described as ice-blue and piercing. His intellectual and somewhat overly-serious personality supports this.
Enoby Dark'ness Dementia Raven Way has "icy blue eyes like limpid tears."
Vesta from Keepers of the Elements is described as having eyes like this.

Film

In the 1978 film The Boys From Brazil, a number of boys have been cloned and are having their lives socially engineered with the intent that they'll grow up into "Hitlers" and bring about a new Reich. They are described as having the "piercing" variety of blue eyes. Including Indians with (artificially) blue eyes.
Steve McQueen also had piercing blue eyes, which makes one wonder if the "blue-eyed, pretty-boy badass" could be considered its own character type.
Escape from New York: Snake Plissken may have but one eye, but that eye is of the "piercing, icy" variety and ends up creating quite a striking effect, even leading other characters (notably, the Surgeon General of Beverly Hills in Escape from L.A.) to comment upon it.
In Batman Begins, Dr. Crane has the icy, piercing, creepy variety. Tends to be a given with most characters that Cillian Murphy plays.
A big reason Steven Spielberg hired Paul Freeman to play Belloq in Raiders of the Lost Ark was because he had "striking (blue) eyes that could see right through Indiana Jones".
Word Of God says that one of the reasons Daniel Craig got hired for Road to Perdition was that his eyes are as piercing blue as Paul Newman's.
- The opening titles to Casino Royale end with a desaturated closeup of Daniel Craig's face — desaturated except for those piercing blue eyes...
The Hassansins' leader in Prince of Persia: The Sands of Time.
Anakin Skywalker's blue eyes, which were inherited by his son and the grandson named after him, tend to be in icy mode more often than innocent mode by the time of the Clone Wars.
Gaston, the villain of Beauty and the Beast has pale blue eyes, which appropriately fits his personality as being completely opposite of that of the Beast's, who also has blue eyes, but being the hero, his is darker.
Azazel from X-Men: First Class. Enforced by the contrast with his red skin.

Literature

Roland Deschain of The Dark Tower has faded blue eyes to go along with a piercing stare (in the series, they're often called 'bombardier' eyes and are described as being "the color of icebergs"). He's still basically a good guy, if a complete and utter badass. Jake's eyes become these. As the story goes on, they're described as being eerily similar to Roland's eyes.
Granny Weatherwax, Vetinari, and Susan Sto Helit from Discworld have the piercing kind.
Dumbledore (and his brother, Aberforth) from Harry Potter famously have "piercing blue eyes". But they're good guys.
Percy Jackson and the Olympians - Luke Castellan's eyes are described as this.
The identifying trait of Saint Dane's various forms in The Pendragon Adventure is his icy blue eyes.
Vigilante Man Mack Bolan's icy blue eyes are mentioned on numerous occasions in The Executioner series. For many villains, it's the last thing they ever see.
The Star Wars Expanded Universe:
- Tycho Celchu in the X-Wing Series gets the 'piercing' variety — an incredibly fast thinker, reserved, calm, and a very good Ace Pilot. Also incorruptible and a Woobie.
  - In the same series, Ysanne Isard has one blue eye (called "Hoth-cold" in one book). Her other eye is red.
- Anakin Solo is the only blue-eyed child in his family (his eyes are always described as icy, though not cold); his brother, sister, and parents are all dark-eyed.
- Ben Skywalker has inherited his father Luke's blue eyes, eyes that can swing (often quite suddenly) from innocent to icy at fancy's whim, to the point where it scares Ben himself (to a small extent, anyway).
Erast Fandorin. The steely "piercing" type.
Leodegarius in Graham McNeill's Warhammer 40,000 Ultramarines novel The Killing Grounds has the piercing variety. Particularly when he is Mind Probing Uriel and meets his eyes to do it.
In Tamora Pierce's Provost's Dog series, Beka's ice-blue eyes are piercing, especially when she's angry.
St. John Rivers, the noble but often insufferable cousin of Jane Eyre, has piercing blue eyes.
Rand Al'Thor in The Wheel of Time is first described to have wide innocent blue eyes. As the books progress, they have changed into the piercing, ice cold type. They switch between gray and blue as well.
In Darkness Visible, Lord Lewis has blue eyes. In his case, they're certainly the uncomfortably piercing sort.
A Wrinkle in Time: A Swiftly Tilting Planet: for some reason, Charles Wallace, the main character, has the intensely piercing kind (they can summon a unicorn from a star, they're that piercing).
Dallas Winston from The Outsiders is specifically mentioned to have blue eyes like "blazing ice, cold with a hatred of the whole world". Darry Curtis, determined and tough, also has "cold" eyes like "two pieces of pale blue-green ice".
The fanatic Archbishop Edmund Loris in Deryni, falls under this category. The glares he gives his enemies are at times described as "frigid".
Brennen Caldwell from the Firebird Trilogy has eyes which are described as a penetrating, icy blue; this reflects both his telepathic powers and his exceptional ability to control his own emotions (a power related to the telepathy), which gives him an aloof air.
Both Scourge and Hawkfrost from Warrior Cats have ice-blue eyes. And they're both villains, the former being a Complete Monster dictator and the latter being a more sympathetic yet ambitious Manipulative Bastard.
Cordelia Ransom, from the Honor Harrington series, when her eyes aren't filled with fanatical fervor. This reflects her cold, predatory cunning and more than once saves Thomas Theisman from accidentally slipping and saying something that would set her sights on him. After all, Eyes Never Lie.
The Others and the Wights they control in A Song of Ice and Fire are described as having eyes of blue so deep it burns like fire
The grandmother in L. M. Montgomery's Jane Of Lantern Hill. This is explicitly contrasted with her daughter's Innocent Blue Eyes
Coira and Arpazia in White As Snow both have what the narrator describes as eyes like cold water, which is neither quite blue nor gray.
In the novel Psycho, the private eye Arbogast is described as having eyes that are "ice-blue and ice-cold".

Live-Action TV

The eponymous House has the "piercing stare" variety.
Piercing blue eyes are a racial trait of the Vorta on Star Trek: Deep Space Nine.
The titular character of Franco Zeffirelli's miniseries Jesus of Nazareth has pure, penetrating blue eyes that never blink.
Human Target: both Chance and Guerrero have blue eyes. Even with his Harry Potter-like glasses, Guerrero's eyes are quite piercing.
Cain of SyFy's Tin Man, played by Neal McDonough has blue-gray eyes, which go back and forth between piercing and warm (the former to threats, the latter to his True Companions).
In The Tudors, Anne Boleyn's father convinces her she can seduce Henry when he tells her that her blue eyes are "like dark hooks for the soul". Strange choice of words - dark - but Natalie Dormer does have very arresting pale blue eyes (ironically, the real Anne Boleyn had black eyes that were celebrated as her best feature, making the line an odd example of Truth in Television without being Truth in Television).
Doctor Who: the Ninth Doctor, as played by Christopher Eccleston, has very striking blue eyes that can be either endearingly cheerful or downright scary depending on the circumstances.
The Vampire Diaries: Damon has them. They give him a very piercing stare.
Sherlock: the titular character's eyes are pale blue, often highlighted, and scary when he gets angry.
Justified has Detroit mob lieutenant Robert Quarles (played by Neal McDonough), who has piercing, light blue eyes. In "Measures," an old woman said that Quarles had eyes like a husky.
Life: Detective Charlie Crews' piercing blue eyes look almost electric blue in certain types of lighting.

Video Games

In Fallout: New Vegas, advertising images of Joshua Graham portray him as having piercing, pale blue eyes. Since his eyes are the only part of his face you can actually see, it's very striking.
Prototype: blue eyes run in the Mercer family, but only Alex has ones that almost glow, both highly reflective and eerie. There may or may not be a supernatural explanation for them being that way, but they certainly make him glaring from under his hoodie more intimidating when coupled with the probability that he's making up his mind whether or not to kill and eat you.
inFamous: Cole's eyes are pale blue and glow with electricity when he's mad. Future!Cole/Kessler's eyes have a permanent blue shine, likely due to his advanced age and powers. Lucy Kuo gains literally icy blue eyes with she gets her ice powers.
Garrus Vakarian of Mass Effect has icy blue eyes, matching his initial Cold Sniper characterization.
Her hair color has gone from green to brown to blonde over the years, but one thing that hasn't changed about Metroid's Samus Aran is her eyes - every time they've been depicted, they've been a light, icy blue.
Uesugi Kenshin from Sengoku Basara, who is both cool-headed and An Ice Person. Plus, his eyes match his outfit.
Vergil of Devil May Cry has this in accordance with his (usually) cold and distant persona. Interestingly, he and series protagonist Dante are identical, yet Dante's eyes seem to be of a brighter blue while Vergil's are pale-blue.
Vamp in Metal Gear Solid 2 has these. But not in the fourth game, where he has red eyes.
Chell from Portal has a pair of shocking blue-gray eyes. Going into third person is not recommended if you value the ability to sleep.
The Magical Girl Lyrical Nanoha As Portable games has Stern the Destructor, Nanoha's (not-so) Evil Twin. Unlike the cheerful, purple-eyed original, Stern is more of The Stoic who relies mostly on logic and comes with a pair of icy blue eyes to go with her personality.
Darkrai from Pokémon. Appropriate, since he is often associated with nightmares.
Eifer from Rosenkreuzstilette has these to match her seemingly emotionless personality, even though her emotions and mood actually violently fluctuate.

Webcomics

Sil'lice Val'Sharen from Drowtales is definitely supposed to invoke the "icy" part of the trope since she's an ice sorceress.
A definitive trait of the hated part-dragon Blue Princes (and Ashton, unfortunately for him) in Winters in Lavelle.
Kari: I just don't get it. Lots of people have blue eyes. Why make such a big deal out of his [Ashton's]?
Rio: Many have blue eyes, yes. None but the Royal Family have the cold, dead eyes of a Dragon.