Among the options provided, the change that would most likely create a new ecosystem is "a dam flooding a valley."
When a dam is built and it floods a valley, it can result in a complete transformation of the environment. This would create a new aquatic ecosystem where there was previously terrestrial habitat. The flooded area would support different species of plants and animals that thrive in wetland or aquatic environments, fundamentally altering the existing ecological dynamics.
While an introduced species can affect an existing ecosystem, and a lake freezing over can alter seasonal conditions, they do not necessarily create an entirely new ecosystem in the same way that flooding a valley would. A yearly migration is also a natural phenomenon that affects existing ecosystems rather than creating a new one.