Here is how you could do it in Python:
from urllib2 import urlopen
from BeautifulSoup import BeautifulSoup
soup=BeautifulSoup(urlopen("http://weather.yahoo.com/").read())
for x in soup.find(attrs={"id":"myLocContainer"}).findAll("li"):
print x.a["title"], x.em.contents
Prints:
Full forecast for Chicago, Illinois, United States (Haze) [u'35...47 °F']
Full forecast for London, Greater London, England (Light Rain) [u'43...45 °F']
Full forecast for New York, New York, United States (Partly Cloudy) [u'42...62 °F']
Full forecast for San Francisco, California, United States (Partly Cloudy) [u'51...70 °F']
