Hmmm... MS retiring the MSN Weather app is not a good sign. Luckily I just tried it here on Nexus/Winstep Xtreme and the MSN feed itself is still working. Let's see for how long.
The Winstep weather module/widget relies on more than one feed so it doesn't stop working altogether if one feed goes down (initially NOAA, Weather.com, MSN, Yahoo and Google), but all the existing weather feeds are slowly being 'retired'.
First it was the Google weather feed (killed off completely a couple of years ago) then Yahoo recently put their feed behind AUTH authentication (they gave me a key, but implementing AUTH authentication is not trivial and would probably require a third party DLL so, at least for now, no Yahoo feed either).
That leaves NOAA which has no forecast and is only available for locations that have an airport/METAR code, Weather.com, and MSN. The idea is to have a backup feed to give me time to fix things in the background in case the main provider (usually weather.com) goes down or makes changes to the protocol - but I am slowly running out of those backup feeds too.
Even having backup feeds is no guarantee - for instance, NOAA recently put their feed behind HTTPS instead of HTTP, and this made their feed fail in such a way that it did not trigger the Winstep application to use the backup feed for current weather conditions causing the current temperature to always appear as N/A. Fixed now, of course.