I don't necessarily notice how weather affects my "art," since I don't regularly produce art, but I have noticed that weather affects my mood and attitude. When it is rainy or windy, I am noticeably more irritable.
Weather can really influence my mood if I don't remember it subtly changes the lens we look at life through. Often a lot of my dance sessions with my group are outside, and it can be a downer if it rains. Other times, its a joy to be dancing with the rain pattering in the background. I think a lot of it can be perspective.
The weather does not really affect my art, I can write poetry or paint in any weather. If anything, my emotions affect my art. For example, when I feel very depress I feel that I have more energy to think about my thoughts, a little paradoxical though.