Storms: The notion that great storms accompany the passing of great persons was formerly widespread and generally accepted. The most widely mentioned instance was probably the death of Cromwell in 1658, still remembered by Samuel Pepys in his Diary four years later on 18 February 1662, while the following year he was worried by another storm:
(19 Oct. 1663): Waked with a very highe winde, and said to my wife, 'I pray God I hear not of the death of any great person, this wind is so high', fearing that the Queene might be dead.
It could apparently be the great evil of the deceased or their great fame which caused the disturbance...On the other side of the coin, several references...indicate that good people's deeds are often accompanied by good weather. (Oxford Dictionary of English Folklore)
Do you know of storm folklore from other countries?