Forecasts for the mountains generally seem to be somewhere between useless and unreliable. Afternoon thunderstorms, clouds that come out of nowhere, unexpected rain showers, etc... Anyone who has spent some time in the hills has a story or three of getting caught by unexpected weather, and we're always taught to be vigilant and prepared.
Do mountains really make their own weather? Why is that?
In a sense, yes. While mountains don't literally "make their own weather," they do sometimes provide additional catalysts to create localized disturbances which you might otherwise characterize as "weather" (thunderstorms, clouds, rain, etc).
In a broader global sense, weather events occur when masses of air with differing characteristics suddenly collide. When there is a sudden change in things like temperature, pressure, or humidity, it causes moisture to precipitate out of the air (rain) and/or sudden changes in patterns of airflow (wind).
In the typical (non mountain) case, these differing air masses meander around the globe in complex patterns that are at least somewhat predictable over shorter periods of time. Hot moist air is "far away over there" but will collide with cooler, dryer air over here within {x} days or so. It's somewhat predicable and reasonably consistent.
Contrast that to the typical meteorological circumstances of a mountainous terrain
You have (typically) a warmer, heavier, moister weather system hanging out down around the base of the mountain. Near by (typically just a few miles away), you have a looming mass of much lighter, cooler, dryer atmosphere sitting right next door. So, essentially, it takes only a small shift in wind to make these two systems suddenly (and unexpectedly) collide.
It's their close proximity and the unpredictability what moves them small distances that produces the unpredictability of "weather" you describe.
One of the big reasons that we seem to be 'caught' by the weather when we're on the mountain is that the mountain forces otherwise harmless air to ascend and condense. As the warm and moist air is forced to ascend the mountain, the air quickly cools and reaches its dew point, water droplets form and a vicious cycle is set in motion.
This is especially true in the summer, when the sun can quickly warm the air at the bottom of the mountain. Most of the time this process is invisible to the naked eye. By the time we notice the clouds forming, we're already hours into what was going to be an enjoyable summer hike, and we don't have enough time to retreat.
If you feel up to some in-depth reading this is a great article.
The German Wikipedia article on thermals is also quite nice (better than the English).
In higher latitudes the sun shines closer to orthogonal on the sun side of a mountain face. Compared to a flat landscape more heat is transfered to the air immediately above the surface, and it starts flowing up. Not necessarily directly vertical, but if the soil/rock is comparably naked, it can first flow upwards along on the surface. These thermals cannot move as in a flat landscape, because in the shadows at the other side of the mountain/valley there is no sun, so the energy that drives the thermal is missing. The thermal will move to the "most favorable" spot.
So compared to a flat landscape, you may get a more stable location of the upward current. It won't stop that easily and will reach further up.
Of course, if there is (primarily horizontal) wind against the face of the mountain that is forced upwards as well as @Robert wrote and this may also contribute.
The mountains also have typical places where warm and cold air meet. These are further typical locations for thunderstorms.
So there are locations where thunderstorms form typically, but
A completely different factor that contributes to the surprise is that the view is often limited. You may only see what is going on in the neighbour valley when either the thunderstorm is coming over the ridge or you arrive at the ridge. In addition, you may be quite busy with watching where you step and what you do (not that you shouldn't have a look at the weather, but...).
Here in California, our mountains influence our weather in a particular way. We have a Mediterranean climate and big mountain ranges inland. Storms build up out on the Pacific, and they blow in toward the land. Often they hold their moisture until they get to the mountains, at which point they dump it. For this reason, the seaward sides of our mountains tend to be wetter. This would be the western side of the Sierra and the southern side of the Transverse Ranges. On the opposite side (east side of the Sierra, north side of the Transverse Ranges), we have more desert-like conditions, and the desert stretches on until you get to the Rockies. You can often see this quite spectacularly from peaks in the Transverse Ranges like the summit of Mt Baldy (San Antonio) and San Jacinto Peak: on one side is desert, on the other forests and cities.
If you look at the vegetation, you also see a slope effect. South-facing slopes get blasted with sun and tend to be brown and dry, while north-facing slopes don't get as much sun and stay greener. The slope effect is more localized than the precipitation pattern. You can often see alternating green and brown tiger stripes in the mountains.
Besides the Sierra and the Transverse Ranges, the other huge peak in California is Shasta, which is an isolated volcano cone. It does have a reputation for making its own weather, and it's said to be a bad idea to go up when there's a lenticular cloud around the summit. A physics colleague who has a background meteorology described this to me in the following way (to the best of my understanding, since he was dumbing it down for me). These lenticular clouds tend to hover around the summits of mountains. What's actually happening is that the air is not standing still. Air is flowing up and over the summit. As it rises, water droplets condense and form a visible cloud. Then as the air flows down the other side of the mountain, the droplets evaporate again and become invisible. So although the cloud stands still, the population of water droplets in it is actually constantly being depleted on one side and replaced by new ones flowing in on the other side.
You may get some similar phenomena on other big, isolated peaks in Mediterranean zones, e.g., Popocatepetl/Iztaccihuatl and Kilimanjaro. However, the rain patterns are different. Mexico's dry season is California's wet season. Kilimanjaro and Mt. Kenya tend to get rain every afternoon, like clockwork, and this pattern is superimposed on the dry and wet seasons.
I live in western Oregon and frequently ski areas in the Cascades. One winter, a weather forecaster said the weather at a ski area was going to be warm and wet (mixed snow and rain) that day; another weatherperson said it was going to be very cold and dry. A rare forecast for sure. Both have excellent reputations and good forecast accuracy. Usually when one forecaster is very wrong, they all are—Mother Nature usually outsmarting them in unison.
Unlike most places, the Pacific Northwest is supposed to be one of the most difficult places in the world to accurately predict weather (said several meteorology students at university).
Turned out both weather forecasts were correct—simultaneously. As I skied down a major ridge, the warm and moist air to the west was blowing over the ridge and mixing with the very cold dry air on the east side. It formed a rotor (horizontal cyclone) in the lee of the ridge which formed dense fog, heavy snow, and strong wind which lasted for several hours.
That day, the mountain was creating dramatically unique weather.
