Some drinks can be kept in the freezer. Water, for example, can be frozen to make ice cubes, or to stay cold longer once you take it out, particularly in the summer. Vodka is another example (although it might be wise to avoid doing that if you have pricey vodka). On the other hand, there are some drinks you should never put in the freezer. Soda or any carbonated beverage is an example, as the expansion can cause it to explode, and then you have a mess. Whiskey is another drink that should never be put in the freezer.
The obvious question is why it's okay to freeze vodka, but not whiskey — after all, they are both non-carbonated alcoholic beverages. However, there are some important differences.
Freezing a liquid causes it to become more viscous. With whiskey, that increased viscosity causes it to lose flavor (via Vine Pair). This is because as a spirit such as whiskey warms, it releases volatiles, which are compounds that easily vaporize. The same way that spirits that are too warm have an overwhelmingly strong smell, spirits that are too cold lose much of their smell and taste.
Differences between whiskey and vodka
This is where the type of alcohol becomes important. Vodka is a drink that begins with less flavor or aroma, and is a less complex spirit with fewer impurities. The result is that if the freezing process causes vodka to lose any flavor, it isn't very noticeable. However, most people who drink whiskey enjoy the flavor, and many prefer older whiskeys because they have had more time in the barrel to gain a stronger flavor and depth. Much of the sense of taste comes through the sense of smell, and as with wine, many whiskey drinkers enjoy smelling the beverage before consuming it to enjoy what is called the 'nose,' or aroma, that the drink gives off. Freezing it removes much of this experience.
"There are comparatively fewer volatiles in vodka, while the whole point of aging whiskey is to create desirable volatiles," according to Kevin Liu, the Chief Cocktail Maker at The Tin Pan.
Whiskey, or vodka for that matter, can be stored at room temperature in a liquor cabinet or liquor cart. The key is to keep it away from any extreme heat, like that from an oven or radiator, and out of direct sunlight (via Thrillist).