Until Someone is able to "crack" the code of Skyrim, this will not be happening. True, you could achieve a pseudo effect of it via scripting, but it doesn't yield quite the same result.
Who knows? Possibly by that time, Bethesda may have finally taken notice of it and implemented it.
Name just one other game with Dynamic weather of this magnitude in a seamless fully open world of this size. They are all linear corridor instanced effects. Yeah there are better looking games and they look that way because of how they are made.
GTA IV
Red Dead Redemption
Just about all of the Gothic games (as Arthmoor pointed out)
Crysis (Here more for Cryengine 2, which is a damn good game engine. Surprisingly, it's not made just for FPSs, as there are some devs even using it for open world RPGs because of its ability to handle large game worlds so well. Hell, some maps in Crysis are about as large or larger than Cyrodiil in Oblivion)