What is significant about the weather in Macbeth?

Macbeth opens with "Thunder and
lightning," portents of the evil to come.  The witches enter with thunder in Act I,
scenes i and iii, and again in Act IV.i.  Off stage, the thunder would have been easily
created by shaking sheet metal.

The foul weather of
"thunder, lightning, and rain" serves as a pathetic fallacy
(attributing human feelings to inanimate objects, like
weather), foreshadowing the inner storm brewing in Lady Macbeth and Macbeth.
 In short, the witches are like meteorologists: they
forecast the outside weather (thunder) and the internal weather (murderous thoughts of
the Macbeths).

Also in Act I is the Bleeding Captain's
battle recap for Duncan, which features weather
imagery:

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As whence the
sun 'gins his
reflection
Shipwrecking storms
and direful thunders break,
So
from that spring whence comfort seem'd to come
Discomfort
swells.

The foul
weather is again echoed in the murder scene of Banquo.  Just before he is besieged by
the three murderers, he says to his son Fleance:

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It will be rain
to-night.

Thunder
is sounded when the witches show Macbeth the future:

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Thunder.
First Apparition: an armed
Head.

Thunder.
Second Apparition: A bloody
Child

Thunder.
Third Apparition: a Child crowned, with a tree in his
hand

All
told, the weather imagery and stage sound effects couple to create an internal and
external sense of awe, mystery, and foreboding in the minds and ears of the reader and
audience.  Just ask Duncan and Banquo: when it rains, it pours blood in
Macbeth.