A hybrid Radio Frequency/Free Space Optical (RF/FSO) communication system exploits the benefits of channel physical layer diversity to improve data rate and link availability. The realisable benefits depend on the respective channel attenuations and their level of independence in the presence of degrading effects. The impact of weather on link attenuations is reported in this paper based on empirical data obtained from a hybrid RF/FSO system where the physical paths were near-coincident and the RF was in the E band. The system was operated in six cities (across five countries) around the world and approximately 15,000 hours of logged data, including weather, was available. This paper is possibly the first to use empirical data to investigate the correlation between the RF and FSO channels across a wide range of weather conditions including dust storms, fog, drizzle, rain, snow, showers and clear skies. It reports 1) the distributions of RF attenuation under different FSO channel states; 2) the joint distribution of the RF and FSO attenuations; and 3) the Pearson correlation coefficient and mutual information. Our empirical data illustrate a negative non-linear correlation during dust storm and a positive linear correlation during fog and snow.