We have an xml module, I'm not sure if you can point it to an url for the xml, it might need modification to do that as I think it was designed to expect the xml in the web server file system. It would not be hard to modify it to support this. Then you would need a corresponding xsl file designed to transform the xml into html fragment.
Or if you have a way of retrieving the xml and putting on disk with a specific name automatically that would also work with the current xml module.
Note the sample sales.xml file and the corresponding sales.xsl file for examples.
I have had a look at a few weather controls recently and bookmarked them with the intention on making mojoPortal feature out of one of them at some point. Just not sure when I will get to it.