Clouds and weather are often used to set the mood or tone for a story. When a story is more cloudy or the weather is rough it usually creates a more ominous mood and has a negative connotation. Whereas when it is clear skies it leads the reader to believe that the characters are relatively safe and not in immediate danger.
In the movie Sleepy Hollow for the entirety of the movie the sky is covered in a large gray cloud. This helps with creating the mood of the movie as the headless horseman attacks the people in the village and uncertainty on who will survive is more apparent.
In other movies such as Sleeping Beauty the sky was clear and the weather was great when Aurora was living in the country and when she was with Philip. However, when she pricked her finger on the spinning wheel clouds enveloped the kingdom as can be seen when Philip fights Maleficent to save her.
Clouds and weather are an essential part of storytelling as they provide a way to create and change the mood of a book or film to fit the needs of the scene they are in.