A cartoon and comic trope. A character having a bad day, or particularly depressed, will have his own small dark cloud following him, often raining and occasionally hitting him with lightning.
The more depressed he is, the more it will be just rain; lightning, particularly a lot of it, often indicates an angry mood.
Compare to Fisher King for this trope on a much grander scale.
The luckless title character of Crushed: The Doomed Kitty Adventures (from the creators of Supermegatopia) is sometimes depicted as being followed by a small "cloud of doom".
During the Ninja High School: Hawaii arc. A character named Thor had one hanging around him for a good amount though not because he was depressed. But rather he was a demi-god (yet doesn't know it yet) and can't control his powers properly. Oddly this works to his advantage as he manages to get a job watering a garden.
In the Spirou et Fantasio comic entitled "Spirou ŕ New-York", the leader of the Cosa Nostra (Don Vito "Lucky" Cortizone) is constantly followed around by a stormcloud, because of his unnatural bad luck. Said cloud is shaped like a skull no less.
In The Sandman, Thor gets one to represent his hangover, which makes sense seeing as he's a storm-god.
Storm's weather-control powers subconsciously alter the climate near her according to her mood.
Eastern European Animation
In the Soviet series of cartoon shorts Cossacks (Казаки), the second episode has the titular characters go to various countries to play their national soccer teams. The last game is in England, where there is a rain cloud that only covers the stadium, playing up the stereotype that it always rains in London.
In With Strings Attached, John acquires one after he gains the Kansael. The cloud changes with his mood; the stormier it is, the angrier he is.
In Earth and Sky, Applejack gets one when she's brooding after an argument with Soarin.
Italian comedy/satire movies Fantozzi features the titular character, an office clerk so unlucky that he almost always has a raincloud following him when going on vacation! This has become known as "nuvoletta dell'impiegato" ("clerk's cloud" in Italian). Notably, the one time he is lost at sea and lacking water, the raincloud appears and rains... two meters away from the boat.
Fantozzi's cloud is really affectionate to him: when Fantossi died, his Clerk Cloud took care of raining on his funeral service, providing suitable atmosphere.
All clerks have a personal raincloud. Thus the annual soccer game between married and unmarried clerks goes on only until the clouds arrive and flood the field.
Agent K: When you get sad it always seems to rain.
Laura: Lots of people get sad when it rains!
Agent K: It rains because you're sad.
The title character in Date With An Angelwaxes wrathful and inflicts some on the antagonists.
In a benevolent version, Olaf the Snowman from Frozen is provided with a cloud to give him shade, so he can survive in the summer.
Inevitable Discworld example: Played with in Interesting Times. Rincewind (thanks to a quantum weather butterfly) gets a personal raincloud. Later on, this is upgraded to a personal snowstorm (right in the middle of an actual rain storm). Both cases sort of turn out to his advantage, though; the snow helps Cohen and the Horde find him, and the rain leads to him discovering the real Red Army.
Justified in The Hitchhiker's Guide to the Galaxy, where a character has rain always follow him, but in this case, it's explained that it's because he's a rain god and doesn't know it, so the rain wants to follow him.
Eventually, he takes his records of the constant rain wherever he goes to some scientists who confirm it, but are baffled as to the cause. The man is able to retire on the income he receives being paid by resorts and vacation spots to not visit them.
Used uncomically twice in the Deverry series; once on the opposing and once on their own army.
Maya: Finch, the copier's not working. Dennis: Maybe the dark cloud over your head shorted it out.
Used as a throw-away gag in Sabrina the Teenage Witch, where one of the titular character's aunts mentions she's been feeling under the weather in a grouchy tone of voice...with a rain-and-thunder cloud over her head.
Happens to Justin in an episode of Wizards of Waverly Place after he upsets mother nature. She thinks he got off lightly as she could have given him his own personal earthquake.
This often happened to Wellington in the British newspaper strip The Perishers, at least in the 1960s. On one occasion he pretended to be depressed and then stood in his rhubarb patch so the cloud would water it (as well as him).
The "homebrewed" Falling Anvil discipline for Dungeons and Dragons version 3.5 allows you to do a short-lived instance of this to your enemy to hit them with a lightning bolt. Several versions of this exist, ranging from the 2nd level maneuver "Unlucky Raincloud" and going up to the 7th level "Accursed Thunderhead".
There is another spell called Gloomcloud that gives a target a cloud over their head that only they can see, which makes them depressed and unable to do much of anything for a few minutes.
"The concept of a "personal raincloud" that follows someone around probably dates from the "world's worst jinx" character Joe Btfspl in the Al Capp comic strip Lil Abner. Personal dust clouds or rainclouds have appeared with numerous other characters since then, including Pig-Pen in the Peanuts comic strip and the animated Schleprock in The Pebbles and Bamm-Bamm Show (also a terrible jinx). Rain and rainclouds follow the character Rob McKenna in So Long, and Thanks for All the Fish by Douglas Adams wherever he goes. A localized rain-and-thundercloud also floats above the rolling home of The Addams Family in their original Hanna-Barbera animated series."
This is one of the bad presents in ToeJam & Earl. Open one up and a little raincloud follows you for a while, occasionally zapping you with lightning bolts and draining your health.
We then have Brutal Legend and the Drowning Doom Bride, whose personal raincloud can slow people down and hit people with lightning bolts should the Bride be harmed. The effects stack with multiple Brides out on the field.
There's one of these in the original Wario Land. Okay, it's avoidable, and seems to be more the cloud trying to strike Wario with lightning for some malicious reason, but otherwise fits the trope.
The Addams Family have a permanent storm cloud over their house, at least in the cartoons.
An episode of Courage the Cowardly Dog has Eustace affected by this due to a curse placed on him till he learned to show kindness. The more selfish he was, the worse it got.
Darkwing Duck features this on a few occasions, especially when Morgana hits him with a curse.
Ord from Dragon Tales sometimes has one of these to appear over his head.
In The Emperor's New Groove, villainess Yzma and her lackey Kronk get struck by lightning from one of these clouds and fall into a chasm. Their recovery is as quick as it is inexplicable.
Happens to The Pink Panther in the 1978 cartoon "Sprinkle Me Pink". In the end, a visit to a therapist allows the panther to will the cloud away-just in time for an actual thunderstorm to come rolling in.
Subverted somewhat in Pocoyo, where it turns out that the cloud just wants to be friends.
Rugrats used this once. When the kids were all drawing "home movies" about themselves, Chuckie depicted himself and his father like this. (Keep in mind, Chuckie is only two.)
On Sushi Pack, Sir Darkly, the personification of sadness and gloom, usually shows up with a storm cloud that rains misery on others.
In Teen Titans, Raven's personal rain cloud floods the kitchen!
In a story of My Friends Tigger & Pooh, Eeyore actually contacts the Super Sleuths because he wants his dark cloud back. He had actually had a happy moment and it had gone away.
The Classic Disney ShortCasey Bats Again, (a sequel to Casey at the Bat) Casey has a cloud raining on him after striking out, which then parts after receiving news that he's about to be a father. But when his child (whom Casey hoped to groom as his ball-playing heir) turns out to be a girl, the cloud returns. When a second pregnancy yields girl triplets, three clouds appear over his house.
Frequently used on My Little Pony: Friendship Is Magic, as clouds of various sizes are routinely created, destroyed, and activated by pegasi. Inverted in "The Ticket Master" when the Pegasus Rainbow Dash tries to get on Twilight Sparkle's good side by making a hole in a looming rain cloud so that it rains on everyone except her.
Played straight in the season two premiere when Twilight loses hope and becomes her own Evil Counterpart. Of course, it's also played with due to the chaos, making it a cotton candy cloud that's raining chocolate milk... which Discord then takes and eats.
In 'The Mysterious Mare Do Well', Rainbow Dash is seeing lying on her own personal raincloud when she's complaining about not being seen as a hero.
Invoked by Rainbow Dash in Ponyville Confidential, who pushes a cloud over the Cutie Mark Crusaders and makes it rain on them as revenge for their embarrassing gossip column, whether or not the revenge was justified.
Apple Bloom gets a personal storm cloud in "Call of the Cutie" when she's depressed over (seemingly) being the only pony in her class who doesn't have her Cutie Mark yet. Rainbow Dash is kind enough to remove it for her.
Would have happened to Kiina in the sequel of BIONICLE: The Legend Reborn, as a result of her less-than-perfect control over her Elemental Powers. Would have, if the movie hadn't been scrapped.
In the Tex Avery cartoon "Big Heel-Watha", the tribal leader is Chief Rain-In-The-Face, who has a tiny storm cloud over his face (his theme music, of course, is "Singin' In The Rain").
Lindsay: Look, that cloud is following him. Awww, it's like his own baby cloud. I want one, too! Here, cloudy-cloud!
One scene in Fantastic Planet has the protagonist being chased by a personal rain cloud. It was being controlled by his Draag owner, and even zapped him in the face with lightning.
In addition to black cats following him, having his head through a broken mirror, and being under a ladder stuck to his shell, this happens to Filbert of Rocko's Modern Life when bad luck and misfortune infests his pathetic soul for all eternity.
In the 2010 Pound Puppies series, a puppy who thinks he's bad luck has one of these. (It's later revealed to have been engineered by some con artist cats.)
In Care Bears: Welcome to Care-a-Lot, Grumpy Bear will sometimes use his belly badge to generate one of these when he's particularly grumpy or sad.
After feeling sorry for Eugene for having such a crappy birthday party, Arnold tries to make it up for him by holding several parties, but all of them go wrong in some way. When he finally sets one up in the backyard of the boarding house, the whole place gets rained on by its own Personal Raincloud.
An episode of Camp Lazlo has an odd inverted version. Lazlo is so happy-go-lucky and cheerful that when the camp is drenched with rain, he has his own personal ray of sunshine.
A variant occurs in this performance of "Autumn Leaves" where leaves fall on Victor Borge's piano, no matter where he and the stage hands move it.