In the bowl of a stand mixture fitted with the whisk attachment, beat heavy cream until it forms stiff peaks. Add vanilla extract and beat until just combined.
Add the sweetened condensed milk to the whipped cream, folding until combined. Add in crushed Oreos, folding again until just combined.
Add the mixture to a 9×5-inch loaf pan. Spread into an even layer. Top with more crushed Oreo cookies.
Cover with plastic wrap and freeze for 5 to 6 hours (or overnight).