Meso West Climate Data
Detailed current and historical weather by station using an interactive map.
See these notes for tips on extracting data from MesoWest
US Climate Data
US weather and climate data includes historical data - may have some more obscure locations.
Climate Charts
World climate information and historical weather statistics by location.
World Weather Online
Current and historical weather including snow days. For historical weather, select the light blue "Avg" selector in the upper right.
Weather Atlas
Weather and climate information (WITH SNOWFALL DATA)
Historical Weather by City
Weather Underground historical data - good source of monthly data by station. Also has calendar view of historical data. Does not have history for all stations.