But that only works in g-mod. :EI'd go into details about how to do this, but just take a look at 2fort's skybox. (sdk_ctf_2fort.vmf in your maps folder).
The clouds are set up on "cards" and rotate 'around the map'.
The 2fort clouds are indeed worth looking at, as long as you remember that they don't work due to a not-yet-patched bug that breaks func_rotating in TF2.