For example:
http://www.bbc.co.uk/weather/5day.shtml?id=2051

Offers 5-day, and one-day forecasts RSS feeds for UK locations.

In the RSS feed, you can see:
<geo:lat>51.27</geo:lat>
<geo:long>-0.77</geo:long>

Unfortunately, there's no list of cities, and the T&Cs might make this unusable:
http://www.bbc.co.uk/weather/bbcweather/features/RSS_termsandconditions.shtml

The MetOffice offers some more data.
The data is offered as plain text files:
http://www.metoffice.gov.uk/gadgets/datafiles/ukobs/london.txt

Or from http://www.metoffice.gov.uk/gadgets/datafiles/ukobs/southfarnborough.txt:
03768|SOUTH FARNBOROUGH|51.27|-0.77|London & South East England|1500|19/06/2008|WSW|18|-99|30000|19.6|6.2|1011|R|1|-99|0.0|42|0|2500|-99|-99|-99|-99|1

The full list of locations is available in the Windows Gadget sources (javascript/moweathersettings.js) and how the filenames are created (WarningsWatcher.refreshWarning in javascript/indexWatcher.js).