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Increasingly variable, extreme, and nonpredictable weather events are predicted to accompany climate change, and such weather events will especially affect temperate, terrestrial environments. Yet, typical protocols in comparative physiology that examine environmental change typically employ simple step-wise changes in the experimental stressor of interest (e.g., temperature, water availability, oxygen, nutrition). Such protocols fall short of mimicking actual natural environments and may be inadequate for fully exploring the physiological effects of stochastic, extreme weather events. Indeed, numerous studies from the field of thermal biology, especially, indicate nonlinear and sometimes counterintuitive findings associated with variable and fluctuating (but rarely truly stochastic) protocols for temperature change. This Perspective article suggests that alternative experimental protocols should be employed that go beyond step-wise protocols and even beyond variable protocols employing circadian rhythms, for example, to those that actually embrace nonpredictable elements. Such protocols, though admittedly more difficult to implement, are more likely to reveal the capabilities (and, importantly, the limitations) of animals experiencing weather, as distinct from climate. While some possible protocols involving stochasticity are described as examples to stimulate additional thought on experimental design, the overall goal of this Perspective article is to encourage comparative physiologists to entertain incorporation of nonpredictable experimental conditions as they design future experimental protocols.