Yeah that happened here recently. I was in my room, it was totally sunny out. 5 mins later I'm hearing loud noise like banging thinking it was the neighbors. Nope. It was totally dark out and thundering with some pretty bad lightning. Rain started moments later.

Speaking of snow I had a dream the other night I actually got to experience it like I wanted and enjoyed every minute of that xD.

I think the craziest weather alert I've got is "lightning strike within 0 miles of your location" and I didn't hear any thunder or anything.