The Vikings supposedly had a "sunstone" (cordierite crystal) that could help find the Sun through clouds or fog. I did buy a piece and wasn't able to get any good results, but my life didn't depend on it.
It’s a polarizing filter. The atmosphere polarizes sunlight based on the angle the light enters. You can find the position of the sun above the horizon as the point where light is least horizontally polarized (a horizontal filter has the least difference between brightness through the filter and around it), and potentially find the position of the sun itself by the highest rate of change of polarization angle. This works remarkably well even on overcast days — try it with polarized sunglasses.
