Yeti Arcade: Lara Croft: Relic Run

They have been part of the Tomb Raider universe three times, and now a fourth!

Once as an action figure playset, but also in two different video games: Tomb Raider II and Tomb Raider: Underworld

Just out this year:  Lara Croft: Relic Run (2015), a mobile Temple Run clone, has three types of yetis.

There are: 1) furry blue axe-throwing ones, 2) blue ones with spikes on their backs that throw icicles, and 3) greyish white boulder-throwing ones.