WordNet (r) 3.0 (2006):

weather vane
    n 1: mechanical device attached to an elevated structure;
         rotates freely to show the direction of the wind [syn:
         weathervane, weather vane, vane, wind vane]

Moby Thesaurus II by Grady Ward, 1.0:

51 Moby Thesaurus words for "weather vane":
   April showers, Proteus, aerological instrument, anemograph,
   anemometer, anemometrograph, anemoscope, aneroid barometer,
   aneroidograph, barograph, barometer, barometrograph, chameleon,
   cloud shapes, cock, feeler, glass, hurricane-hunter aircraft,
   hygrometer, kaleidoscope, mercury, moon, pilot balloon, probe,
   quicksilver, radiosonde, random sample, recording barometer,
   rolling stone, sample, shifting sands, sound, sounder, straw vote,
   the weather, trial balloon, vacuometer, vane, water,
   weather balloon, weather instrument, weather satellite,
   weathercock, weatherglass, wheel of fortune, whirligig, wind cone,
   wind indicator, wind sock, wind vane, wind-speed indicator