Until Now If you wanted to have widgets you would have to jailbreak your phone. However, Pavel Kozarek has managed to get his weather app aptly called Lock Screen Weather approved by Apple, which brings the weather conditions to iPhone’s home screen without the need of jailbreaking.
Kozarek has used a clever trick to get past Apple’s guidelines. Oliver Haslam of iDB explains how it works:

The app actually works by playing a silent song via the built-in iPod app. The album art is then displayed in the lock screen, which is in turn updated depending on your location. It might sound like a hack – and let’s be fair, it really is – but it gets around Apple’s guidelines and actually seems to work. The downside of the app is that it will consume battery life even when the iPhone is locked as the song needs to be constantly playing in the background. This is still a really cool app to put the weather on your lockscreen.