Had that and fixed it
I had it happen seemingly by itself until I realized I had been messing with a few things to try to max battery life. Tap the weather, go to it's menu, hit settings and see if update automaticlly is checked. If not then check it and back up and hit settings again and see if it unchecked itself cause thats what mine did. If so then you must go to phone's settings, accounts and sync, turn on background data, auto sync, and weather. All fixed. Check Your update interval and make sure it is often enough as well. Hope it helps.
VX6600>VX6700>VX6800 DCD 3.0.0/3.55.04>
TP2 (stock, not inspired to mess with it)>
HTC Incredible, ROOTED BABY!
THUNDERBOLT, ROOTED ALSO!