The rain effects in A Link to the Past and Super Metroid were pretty awesome, especially the sound of thunder in the case of Super Metroid.
The wind sound effect in FF6 (and re-used in Chrono Trigger in a few places) was quite iconic. I just wish all the subsequent remakes didn't replace it with a rather wimpy "hissing" noise.
The radiation storms in Fallout 4 that popped up at random (and were in constant effect over the Glowing Sea). I had a radiation storm come up and it was accompanied by a random encouter with a Deathclaw.







