I was just wondering if this was programmed or just by awesome chance!!! But anyhoo after Papa Marston got blown away and I became big Jack, I started tracking down Ross through the stranger mission.  
It was at this point that a thunder storm crackled overhead, and the terrential rain started 2 pour down as I rode across the country to avenge the death of my father. I just thought this was such an awesome moment and apart from the Mexico 'Far Away' moment, is something that I'll remember this game for!! 
Have you guys ever had any moments that were made even better by accompanying thunderstorms or setting suns?

No. I think it just rains at the drop of a hat in the game. It really bugged me. Its supposed to be a mostly desert environment, but about every other day it rains.

Sounds like awesome chance. It was sunny the first time I did it. The second time it was a complete thunderstorm, and Ross's brother was just chillin' in the rain like nothing was wrong. Kinda ridiculous.

Scripted missions include scripted weather; the weather will change to what it is configured for the mission as you get closer to checkpoints etc.

It was cloudy at Johns grave and it was a dry day at dusk when I shot Ross which looked awesome. Then I shot all the ducks.

Every time I met the mysterious man who knew John but John didn't know, a thunderstorm would occur. Made him all the more creepy.

there was a thunderstorm when Jack's story started for me, I thought it was intentional that there was like a storm because it was a really dramatic moment for revenge.  I don't know if there are some people who experienced Jack's story on a sunny day...

Maybe it's supposed to rain after the burial scene etc, but since most people go finish up Ross right away, I figured it stays?
 
I've done it with thunderstorm raging, but I witnessed my housemate finish the same quest but in bright daylight.