“Pray don't talk to me about the weather, Mr. Worthing. Whenever people talk to me about the weather, I always feel quite certain that they mean something else. And that makes me quite nervous.”

Norah Vincent, Sex, Love and Politics, id., p. 41, col. 1.

Source: Cancer Ward

Notes on sourcing http://www.bartleby.com/73/1982.html
Twain did say:
: "There is a sumptuous variety about the New England weather that compels the stranger's admiration — and regret. The weather is always doing something there … In the spring I have counted one hundred and thirty-six different kinds of weather inside of four and twenty hours. ...
Yes, one of the brightest gems in the New England weather is the dazzling uncertainty of it."
:* Speech at the dinner of New England Society in New York City (22 December 1876)
Misattributed

Source: A Great and Terrible Beauty

As quoted in My Love Affair with David Lynch and Peachy Like Nietzsche: Dark Clown Porn Snuff for Terrorists and Gorefiends (2005) by Jason Rogers, p. 7
Context: It makes me uncomfortable to talk about meanings and things. It is better not to know so much about what things mean. Because the meaning, it's a very personal thing and the meaning for me is different than the meaning for someone else.

Source: Born to Endless Night

Source: Rubyfruit Jungle

Pt. 1, Ch. 4
Sentimental Education (1869)
Context: Don't talk to me about your hideous reality! What does it mean — reality? Some see things black, others blue — the multitude sees them brute-fashion. There is nothing less natural than Michael Angelo; there is nothing more powerful! The anxiety about eternal truth is a mark of contemporary baseness; and art will become, if things go on in that way, a sort of poor joke as much below religion as it is below poetry, and as much below politics as it is below business. You will never reach its end — yes, its end! — which is to cause within us an impersonal exaltation, with petty works, in spite of all your finished execution.