The building blocks of comets, and apparently Saturn's largest moon, Titan, formed under similar conditions in the disk of gas and dust that formed the sun.
NASA's Spitzer Space Telescope observed a fledgling solar system like the one depicted in this artist's concept, and discovered deep within it enough water vapor to fill the oceans on Earth five times. This water vapor starts out in the form of ice in a cloudy cocoon (not pictured) that surrounds the embryonic star, called NGC 1333-IRAS 4B (buried in center of image). Material from the cocoon, including ice, falls toward the center of the cloud. The ice then smacks down onto a dusty pre-planetary disk circling the stellar embryo (doughnut-shaped cloud) and vaporizes. Eventually, this water might make its way into developing planets.
Illustration credit: NASA/JPL-Caltech
Note: For more information, see Titan's Building Blocks Might Pre-date Saturn.