Smart energy meters record electricity consumption and generation at fine-grained intervals, and are among the most widely deployed sensors in the world. Energy data embeds detailed information about a building's energy-efficiency, as well as the behavior of its occupants, which academia and industry are actively working to extract. In many cases, either inadvertently or by design, these third-parties only have access to anonymous energy data without an associated location. The location of energy data is highly useful and highly sensitive information: it can provide important contextual information to improve big data analytics or interpret their results, but it can also enable third-parties to link private behavior derived from energy data with a particular location. In this paper, we present Weatherman, which leverages a suite of analytics techniques to localize the source of anonymous energy data. Our key insight is that energy consumption data, as well as wind and solar generation data, largely correlates with weather, e.g., temperature, wind speed, and cloud cover, and that every location on Earth has a distinct weather signature that uniquely identifies it. Weatherman represents a serious privacy threat, but also a potentially useful tool for researchers working with anonymous smart meter data. We evaluate Weatherman's potential in both areas by localizing data from over one hundred smart meters using a weather database that includes data from over 35,000 locations. Our results show that Weatherman localizes coarse (one-hour resolution) energy consumption, wind, and solar data to within 16.68km, 9.84km, and 5.12km, respectively, on average, which is more accurate using much coarser resolution data than prior work on localizing only anonymous solar data using solar signatures.