It's surprising–and unfortunate–how many people are dependent on modern technology and don't learn to observe!
Mountains often make their own weather, and weather forecasters forecast for the cities, which are mainly in the plain.
Rarely, I've known thunderstorms to arrive in the middle of the night after a cloudless sunset. However, they usually announce their coming. One night a few years ago, I started dreaming that a big group of berry pickers was shining flashlights on my tent. That's probably because the night before a couple of jokers really were shining lights on my tent, ostensibly looking for a campsite about 11 pm, and because I'd been "grazing" on huckleberries all day. Finally, the thunder woke me up.
One time the bad weather didn't announce itself. In the Wind Rivers in August 2009, the evening I exited the mountains was cloudless and turning cold, seemingly indicating a clear night. About 2 am I woke up and heard gurgling in the motel's gutters–it was pouring rain outside in Pinedale! I was told by people who were up in the mountains (in a foot of snow) that up there the storm was preceded by thunder and lightning, though.
Out here in the NW, we often get some spectacular lenticular cloud formations when a storm front is moving in, especially around our large volcanoes:
http://www.komonews.com/weather/blogs/scott/130313053.html