As my parents used to tell me when I was 5 or 6, the groundhog is indeed an American interpolation into the ancient art of weather forecasting: ancient Germans, just like my parents, used the hedgehog instead.
The Roman legions, during the conquest of the northern country, supposedly brought this tradition to the Teutons, or Germans, who picked it up and concluded that if the sun made an appearance on Candlemas Day, an animal, the hedgehog, would cast a shadow, thus predicting six more weeks of bad weather, which they interpolated as the length of the "Second Winter."
According to Wikipedia, Hedgehog Day was celebrated in ancient times by the Romans. Let us keep this noble tradition alive.

BUT WAIT! THERE'S MORE! Here is a video clip of a hedgehog running around with a cardboard tube over its face. It is the cutest thing in the history of stuff. I'm frankly surprised that Jesus-freak crackpot scientist Michael Behe hasn't tried to claim that hedgehogs are simply too cute to have evolved through the random processes of natural selection alone.