For those who can't view the video or are looking for a bit more explanation, I'll explain what's going on. The Arduino is wired via breadboard to control the 16x2 LCD character display. The code running on the Arduino scans the incoming data on the (virtual) serial port and when it sees a '#' identifier it loads the subsequent 46 characters into its memory. It then divides the weather data to the two lines of the LCD and discards extra information like the airport identifier and 'remarks' section.
The code running on the computer is written in Processing and controls the data being fed to the Arduino. The program begins by loading Weather Underground and looking for the appropriate airport identifier. Once found, it takes the following text (the current weather information) and sends it to the Arduino through the serial port.
METARs are a good source for uniform weather data. The same METAR standard is used world wide, meaning any weather website (not just Weather Underground) and any airport identifier could be input into the program and used to display current weather.