1. Go to http://www.wunderground.com (Weather Underground).
2. Enter a Zip Code, City, State, Airport Code or Country for weather information.
3. You'll see the current weather, plus an important "iCal" icon.
4. Right click on the iCal icon and "Copy Link"
5. In iCal, select "Calendar", "Subscribe" from the menu
6. Paste (Command V) in the dialog box and "Subscribe"
7. Make any changes you'd like to the default settings, be sure to set "Auto-Refresh" to at every day if not every hour, click "OK". You can also rename the calendar.