Minecraft wiki entry for Weather, associated text: An image of snow and rain from Notch's twitter.
Rain in the forest biome.
Snowfall in the taiga biome.
Lightning during a thunderstorm.
Rain not falling in a desert. (click to see rain)
Weather darkens the sky to the extent of the sun being hidden from view.
Rain & snow, animated
An example of rain falling over a river while snow falls around it.
The void during a lightning strike.
The fire that a lightning bolt creates.
Rain in jungle biome.