In the Weather Widget choose Options > Add location.... Provide the location's name, and, for a faster search, use standard abbreviations for the state or province and country. Choose oneSearch by pressing the center key. If needed, choose a name from the resulting list. The display shows an extended forecast for the location.

If there is room for the location in Weather, you can add the location. For more information about making room, see How do I manage the locations for Weather?