I always thought that sheep are smarter than we give them credit for. These woolly coated beauties are known for spreading out on the farm to graze, but seem to occasionally draw into tight huddles. The tale, which farmers have sworn by for centuries, insists that sheep have a sixth sense that alerts them to approaching rain or snow, so they gather in a tight group to put all that wool to good use and stay warm. Incidentally, doing so also makes it easier for them to be herded. However, this is another classic example of animal behavior that has yet to be conclusively proved [source: DeBroder].
Incidentally, this seems to be the least disgusting of all sheep-related weather prediction theories. Sheep farmers in Iceland long believed that heavy rain can be expected if their charges urinate more often than normal in the pen. They also credit the color of said urine with having weather-predicting capabilities, with sunny yellow pee foretelling nice weather and gray calling for a rainy day [source: McMahon]. At the risk of being juvenile ... ewwwww.