Saturn's Rings Have Own Atmosphere which came as a surprise to me - but I'm not an astronomer or astrophysicist or anything. Apparently, due to some interesting properties concerning the way water (i.e. H20) behaves in the region of Saturn an atmosphere is generated:
Water molecules are first driven off the ring particles by solar ultraviolet light. They are then split into hydrogen and atomic oxygen, by photodissocation. The hydrogen gas is lost to space, the atomic oxygen and any remaining water are frozen back into the ring material due to the low temperatures, and this leaves behind a concentration of oxygen molecules on the ring surfaces and, maybe through ion-neutral chemistry, molecular oxygen is formed, but this is not yet well understood.