Is there a weather widget/app that has both very good location support and supports multiple locations? Is there a weather widget or app that has good location support (Central Europe) and support for multiple configured locations?
WeatherBug (free) seems to meet your criteria.  Has nice widgets, multiple location support, and tons of weather stations.

There is also a pay version (WeatherBug Elite) which removes ads and adds several additional features such as radar in motion and detailed hourly forecasts.