There's animated cloud textures for Ravenholm and C17 or other environments. Do a texture filter for 'cloud'. You can just have them on a func_wall in the skybox and they'll animate too, no need for a conveyor. (At least when I tried it.)
Also, the CS:S clouds like those in Office are prop models as Ant said, to be used on a prop_dynamic or something. The texture also animates on those.