Tradition states that one must observe a groundhog's burrow on this day. If the groundhog emerges and fails to see its shadow because the weather is cloudy, winter will soon end; however, if the groundhog sees its shadow because the weather is bright and clear, it will be frightened and run back into its hole, and the winter will continue for six more weeks.
A famous groundhog is Punxsutawney Phil from Punxsutawney, Pennsylvania (the movie Groundhog Day with Bill Murray takes place there).
This year, Groundhog Day and the State of the Union address fall on the same day. Air America Radio points out: "It is an ironic juxtaposition: one involves a meaningless ritual in which we look to a creature of little intelligence for prognostication, and the other involves a groundhog."