Myths and Legends abound with fears and stories of natural disasters. Humans have this ability to shove the natural world away, and forget it's out there. if it's too rainy, or too windy, or too hot, or too--whatever, we complain. As if the weather the world were constructed for our inconvenience.
But our constructs--like the fence in my yard--are alterations in a terrain that once belonged to the natural world. Our human constructions are...artificial...existing to validate our sense of self, society, world and so forth.
When creating fantastical societies, it's easy to create a terrain which your characters pass over. Sometimes weather is used to reflect emotion, plot tension, accent a scene with an appropriate ambiance. But the natural world can also be personified. Often gods in ancient myths are associated with natural features--mountains, lakes, the ocean.
In order to bring your environment and thus the setting of your world alive, imbue the environment with meaning in your characters' eyes. Populate it with myth that reflect an understanding of niche and ecosystem. Do not assume that because we dress up these concepts with scientific terms that people prior to industrialization lacked an understanding of them. They had their own way of interpreting the same information, and noting the relationships between animals, plants and natural features.
And in urban environments, have the natural world encroach. Wild turkeys wondered through my yard a few times this past winter. They came in from the river and based on Facebook statuses had been seen as far as midtown.
To think that our urban lives are untouched by wilderness is inaccurate. We just don't like to see it. And yet, seeing a particular bird overhead, perched in a tree outside a window, or a nuisance in the yard can place your city geographically, reflect your characters' biases, and provide details that make setting pop.