Overcoat
Shellder
Cloyster (naturally immune to Hail)
Pineco
Forretress (naturally immune to Sandstorm)
Shelgon
Burmy
Wormadam (Sand and Trash Cloaks naturally immune to Sandstorm)
Sewaddle
Swadloon
Leavanny
Solosis
Duosion
Reuniclus
Escavalier (naturally immune to Sandstorm)
Shelmet
Vullaby
Mandibuzz
Jangmo-o
Hakamo-o
Kommo-o
Enamorus
Varoom (naturally immune to Sandstorm)
Revavroom (naturally immune to Sandstorm)
Magic Guard
Clefairy
Clefable
Abra
Kadabra
Alakazam
Cleffa
Sigilyph
Solosis
Duosion
Reuniclus
In addition, Ice Body and Snow Cloak grant immunity to Hail, while Sand Force, Sand Rush, and Sand Veil do the same for Sandstorm. Though the former three have no Pokemon that aren't already immune to their respective weathers, the latter two do:
Sand Rush
Lillipup
Herdier
Stoutland
Dracozolt
Dracovish
Houndstone
Sand Veil
Cacnea
Cacturne
Helioptile
Heliolisk
Wiglett
Wugtrio
Finally, please note that these five Abilities will still protect Pokemon that get their type changed via methods like Soak and Terastallization (though the latter doesn't apply to the now-defunct Hail).
