The first scene of Macbeth offers a good example of pathetic fallacy. Indeed, the very first stage direction of the play reads: "Thunder and lightning. Enter three witches." The thunder and lightning of course indicate that when we join the play a storm is raging. Shakespeare uses the storm in this way to create an ominous mood right from the start. The storm indicates that this is going to be a dark, troublesome story. It is also not coincidental that the storm accompanies the arrival of the three witches. The storm also echoes the dark, sinister characters of these witches.
Shakespeare also uses pathetic fallacy in act 2, scene 3. At this point in the play, Macbeth has just murdered the king, although nobody has yet discovered that the king is dead. Immediately before this discovery is made, Lennox tells us that there has been a fierce storm that night. He says that the "night has been unruly," and that the winds were so strong that "our chimneys were blown down." Lennox further says that he cannot remember a storm quite as wild as the one that has just passed. This storm echoes the terrible crime that Macbeth has just committed, and also foreshadows the chaos and turmoil that will be consequent of that crime. It is almost as if Macbeth's heinous crime has upset the natural order of the world. The natural order, in the form of this storm, is crying out because of Macbeth's murder of the king.