Th storm section from the Alpine Symphony is superb (the whole symphony is).
Tchaikovsky's The Tempest? (OK, it's about Shakespeares play, but it is very tempestuous). The Voyevode is also very much in that mood.
Rachmaninov's Isle of the Dead, very dark and brooding.
Saint-Saëns - Le Deluge?
Debussy - La Mer, in particular the last movement "Dialogue Du Vent Et De La Mer"
Martinů's Double concerto for strings, piano and timpani has a stormy feel to it. His 3rd Symphony is also good for that.
Any of the Pettersson symphonies quite frankly.
Poulenc's Organ Concerto is very dark and brooding, with loud moments.
Another one is Bruckner's 3rd Symphony, not quite so brooding, but has a very "scenic" feel. (Only the 1889 version though)