|I definitely... SEE MY SHADOW!|
In the Western world, we know today as Groundhog Day. However, this is yet another mistranslated holiday on the American calendar. It's actually known as the "Presentation of Jesus at the Temple", the day when Mary was supposed to have taken Jesus into the temple 40 days after childbirth (in accordance with Abrahamic law) to participate in the purification ritual.
The event is also called "Candlemas" (because candles are blessed on that day, in references to the Gospel of Luke which calls Jesus "the light of the world"). It also answers to "Feast of the Purification of the Virgin" and several other names.
Wait, what does this have to do with groundhogs and weather? Like the crucifixion and bunnies and eggs of Easter, the answer lies once again in Pagan tradition. In the UK and Scotland, February 2nd is supposed to be the day that bears and wolves come out of hibernation and scout around to see if winter's over yet. Woven in with Pagan tradition, ancient holidays dating back to the Romans have early February as a time to watch the behavior of animals for omens and signs of the nature of the coming year.