There are plenty of fancy weather stations available on the market. You can always build your own though. Adafruit has published a guide that shows you how to build your own WiFi enabled weather station. The ESP8266 WiFi Weather Station is built with a 2.4″ TFT Feather Wing 320×240 Touchscreen, 1x Adafruit Feather HUZZAH with ESP8266 WiFi, and a 2000 mAh battery.
The data used is from Wunderground. The display shows date, time, and current weather conditions. It also shows moon phases.