In the movie The Two Towers, Theoden calls Gandalf "Gandalf Stormcrow". Where does that name come from?
The name comes from the full text of Théoden's greeting, most of which was not used in the movie:
You have ever been a herald of woe. Troubles follow you like crows, and ever the oftener the worse. I will not deceive you: when I heard that Shadowfax had come back riderless, I rejoiced at the return of the horse, but still more at the lack of the rider; and when Eomer brought the tidings that you had gone at last to your long home, I did not mourn. But news from afar is seldom sooth. Here you come again! And with you come evils worse than before, as might be expected. Why should I welcome you, Gandalf Stormcrow?
I'd like to add to the existing answers that this may well be a play on words of Tolkien's. Aside from the bird, "crow" is also a verb which means to utter a shill cry like a cockerel as a proclamation (of morning, or in this case, war). Theoden is accusing Gandalf of kicking up a fuss -- that is, crowing about a storm.