There isn't. Unfortunately to have that on the lockscreen you do need a separate app.
However, you might not need a lockscreen app, depending on HOW you want the weather to appear.
1) A weather app that has an active icon. You could place the app as a shortcut on your lockscreen, and the icon would change according to the weather. This MIGHT not work on the lockscreen, though, not sure if active icons only work on the homescreen.
2) Have the weather app of your choice constantly display a weather notification. This would have the weather in your notification bar, not the lockscreen per se (and it would appear over any app, really), but at least it would be there too when you turn your screen on.
3) Lockscreen replacement. If what you want is a widget-like option that is prominently featured across the lockscreen, then your only option is that, a lockscreen replacement.
4) A Live Wallpaper. If you get a live wallpaper that displays the weather, that's also a way to do it and keep your stock lockscreen. Depending on the wallpaper, however, you might have to also display it in your homescreen. Also, keep in mind that live wallpapers are usually resource hogs, so make sure it won't kill your battery.