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Why is dative case used in the following for example:

месяцы в году
игры на снегу

There is no sentence, so how can there be an indirect object..

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Dasblinkenlight is absolutely right: it is not dative it is locative case. But even if it was dative (f.e. раздача всем) it is acceptable as a title of article - it is a sentence which consists of subject (подлежащее) with dependent words only, without predicate (сказуемое). – farfareast Jan 23 '13 at 15:50
See this question for more details. – Olga Feb 25 '13 at 20:12
up vote 7 down vote accepted

Although the word forms match dative letter-for-letter, the stress falls on another syllable, giving you a hint that something fishy is going on. Indeed, this is not dative: it is locative, one of a lesser-known cases of Russian nouns. According to Wikipedia, approximately 150 masculine nouns retain a distinct form for the locative case, used only after "в" and "на". These forms end in "-у́" or "-ю́" :

Лежать на снегу.

Стоять на краю.

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