Thanks to Accuweather, now my Nokia Lumia 920 has Weather on the lock screen. Just what I wanted.
I've noticed that in the mornings when I turn on my phone, it shows the weather and two buttons, I think one is called Forecast. It doesn't show my dock bar.
The problem is that I have my lock screen set to show my contacts, not the weather. Once I unlock my phone and then re-lock it, then it works properly.
I have a Samsung Galaxy S5 phone, in my previous version of Android (presumably KitKat), I configured it to show basic weather information on the lock screen for that day (typically temperature and overall conditions outside).