With the deep impact probe drawing much attention to cometry activity, there are people who think that life arrived on Earth on comets (mostly made of water ice) .
Life? well quite posssibly the building blocks (ie DNA, RNA, etc) . Nothing that would even remotely fall into the "advanced" category. But yes, It falls in the realms of possibility.
But I find it hard to believe that anything more than the building blocks could be there frozen in the water ice of a comet,after eons of exposure to hard radiation.
And how would advanced life survive the impact of crashing in to the Earth at several thousand mile per hour?