Well, it may be an urban myth, but it's cited on various websites.
Perhaps it is only a restriction of what passengers can carry on a commercial airline. Barometers and thermometers are what is often mentioned. I did find a page that said you can carry those on if you are a "representative of a government weather bureau or similar official agency".
I don't remember where I heard it, but a quick search on google returns quite a few results. But they are not citing any specific regulation.