European data can be obtained from ECMWF at http://apps.ecmwf.int/datasets/data/interim-full-daily/levtype=sfc/ and they have an API https://software.ecmwf.int/wiki/display/WEBAPI/Python+ERA-interim+examples
All the climate data of US are available on the National Climatic Data Center, under the National Oceanic and Atmospheric Administration (NOAA). You can get county, city or state based rainfall, wind etc. data of both recent and historical times.
Data link: https://www.ncdc.noaa.gov/cdo-web/search
Zhang, Liu, and Zhang (2018) share the data from their paper in this GitHub repository. From the README:
The CCSN dataset contains 2543 cloud images. According to the World
Meterological Organization’s genera-based classification
recommendation, we divide into 11 different categories： Ac, Sc, Ns,
Cu, Ci, Cc, Cb, As, Ct, Cs, St. It is worth noting ...