You Don't Need a Weatherman to Know Which Way the Wind Blows

James Lee Burke spices up his novels with asides that inspire additional consideration. For instance, this snippet from Wayfaring Stranger: A Novel (New York: Simon & Schuster, 2014), page 332:

"Green glanced up at the sky . . . 'You know what they say about Texas. If you don't like the weather, wait five minutes.'"  

And indeed, I've heard this said in Texas many times. Sometimes it's "wait fifteen minutes."

"'It was Missouri,' she said. . . 'Mark Twain said that about Missouri, not Texas. It's funny how people get a quotation wrong, and then the misquote takes on a life of its own. It's a bit like most relationships. We never get it quite right. The fabrication becomes the reality.'
Green nodded as though he understood . . ."

What may be even stranger is this: Burke's "she" gets the details wrong, too.

Here's the original quotation by Mark Twain, dated December 22, 1876: "If you don't like the weather in New England, just wait a few minutes."

(Documented in Hugh Rawson and Margaret Miner, The Oxford Dictionary of American Quotations, Oxford University Press, 2006, page 472).

"You know what they say about [this state or locale]: if you don't like the weather . . ." 

Whenever someone begins with this old-timey routine, I'm thinking: let me guess how this ends. Is there anything new under the sun?

Furthermore, why do people think that each state (or province or territory) has its own weather? Does anyone really believe that weather respects imaginary borderlines?