What happened to the weather-app in the panel?
Solution 1:
The weather feature of the time/date applet was removed (weather isn't related to time :), and the weather indicator is now a separate application: indicator-weather
After you've installed it you can run it from the dash or add it to your startup applications.
You could install this in Natty if you need it, or even file a bug report asking them to include it by default. If you do, you can add that link to your question (for the bug) so others who are interested can say it affects them.
Solution 2:
The weather-applet used in pre-11.04 requires the use of 'gnome-panel'. By default Ubuntu 11.04 uses the Unity desktop interface which does not use 'gnome-panel'.
A weather-indicator can be installed from the Ubuntu Software Centre. This has much (if not all) of the functionality the weather-applet provided.