Note: this is only relevant for KDE versions before KDE 4.3. The weather plasmoid in KDE 4.3 has a more intelligent location chooser (although it still needs improvement).

I had a lot of trouble getting the KDE 4 LCD Weather plasmoid to find weather information for the small US town I live in, and couldn't find much information online so I looked at the code and figured out the following information. This is only applicable to the NOAA weather information source.

The LCD Weather plasmoid gets its list of valid weather stations from: http://www.weather.gov/xml/current_obs/index.xml
It will not however find the standard airport codes like KSTL for St. Louis, or find them if you search for a city like St. Louis, MO. You need to enter the station_name parameter for one of the listed stations in that XML file. For St. Louis, for example, the station_name is "Lambert-St. Louis International Airport". Just find your local weather station in the XML file, and enter the exact station_name in the LCD Weather plasmoid, and voila, local weather info on your KDE 4 desktop.