A quick google search yielded a lot of information on "Weather Sticks". According to many websites they really do work. They are made of young balsam fir twigs or other tree twigs. One of the best explanations is at the Weather Stick Science page.
Here's a place in Canada to get these: http://www.thegreatcanadiangiftcompany.com/Canadian-WeatherStick_p_978.html