The webpart looks like that when working (just a basic example, there's lots of configuration you could do on the looks of it, what is displayed, sizing and formatting):
Today, I've proactively noticed that the webpart looks like this as I was doing other work for one of the clients that have this in place:
Some quick analysis shows the feed that it used just doesn't exist anymore. It was located here. Now all it says is:
<weatherdata xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<weather errormessage="Access denied: Please contact email@example.com if you need access to this API."/>
The previous time we've had issues with that webpart, we've just upgraded it as per their recommendations (that includes redeploying the solution and readding the webpart to all pages where you've used it before) and it started working again. I guess a change in the MSN Weather API.
Today, that's not an option as we're running the latest version.
The good news is the webpart has an out of the box option to get the feed from Yahoo instead.
So I've tried that and it worked like a charm. Hopefully that will last longer than the MSN one :)