My company makes the world's smallest "practical" refrigerator. I say practical because you can indeed make smaller refrigerators that use thermoelectrics or other methods, but they are not useful because they are too slow to cool or don't work if the room gets slightly warm or slightly humid. For those reasons we use a phase change refrigerant like just about every other refrigerator on the planet, but the smallest one in the world.

This is the application of all the other comments in the thread. For practical reasons, like size, energy density... us engineers usually end up choosing phase change refrigerants.