There are some half-integral weight modular forms like Jacobi's theta functions and it can be interpreted as automorphic representations on metaplectic groups (double cover of symplectic groups). I always wondered why there's no 1/3-weight modular forms, and I found that many people already asked about it in MO. So what I found is that Patterson constructed an analogue of theta function for 3-fold cover of $\mathrm{GL}_{2}$, which is used to prove equidistributionality of angular components of cubic Gauss sums (Heath-Brown-Patterson).
What suddenly come to my mind is to construct such modular forms of rational weight as a formal series, and proving its modularity later. For example, the most celebrated example, $$ \theta(z) = \sum_{n\in \mathbb{Z}} q^{n^2} = 1 + 2q + 2q^{4} + 2q^{9} + \cdots $$ is a 1/2-weight modular form of level 4, and we can formally take square root of this to get $$ \theta(z)^{1/2} = (1 + 2q + 2q^{4} + 2q^{9} + \cdots)^{1/2} = 1 + \sum_{n\geq 1}b_{n}q^{n} $$ for some $\{b_{n}\}_{n \geq 1}$, and expect this to be a weight 1/4 modular form. We can compute $b_{n}$ and the first few terms are (if I wrote the code correctly) $$ 1 + q - \frac{1}{2}q^{2}+ \frac{1}{2}q^{3} + \frac{3}{8}q^{4} - \frac{1}{8}q^{5}+ \frac{3}{16}q^{6} - \frac{7}{16}q^{7} + \frac{67}{128}q^{8}+ \frac{27}{128}q^{9} + \cdots $$ The denominators are powers of 2 but numerators seem to me quite random (I couldn't find it on OEIS). I don't know how to prove the modularity of the series (I don't even know whether it is or not, with respect to some discrete subgroup of $\mathrm{SL}_{2}(\mathbb{Z})$), so I followed this answer to plot the graph and see if I can find any symmetry, and here's a graph: (use degree 1000 approximation)
It is hard for me to find any symmetry through this image. I wonder if there's a possibility that the series is modular with respect to some discrete $\Gamma \leq \mathrm{SL}_{2}(\mathbb{Z})$, and wonder if we can actually prove it. Also, if it is true, I wonder if it can be extended to other weights, as $\theta(z)^{2p/q}$ for weight $p/q$-modular forms.
FYI: here's a plot for the theta function:
FYI: here's a list of coefficients $b_{n}$ for $n \leq 100$:
0: 1
1: 1
2: -1/2
3: 1/2
4: 3/8
5: -1/8
6: 3/16
7: -7/16
8: 67/128
9: 27/128
10: 49/256
11: -41/256
12: -121/1024
13: 11/1024
14: -469/2048
15: 1161/2048
16: 8419/32768
17: 4115/32768
18: -23835/65536
19: 3051/65536
20: -50259/262144
21: 59073/262144
22: 70693/524288
23: -89009/524288
24: 460839/4194304
25: 829071/4194304
26: 1295653/8388608
27: -144813/8388608
28: 6202511/33554432
29: -8155293/33554432
30: -276229/67108864
31: -19726295/67108864
32: 380954275/2147483648
33: 7422723/2147483648
34: 82356845/4294967296
35: 1111214643/4294967296
36: 5918448465/17179869184
37: -2478914555/17179869184
38: 1292307073/34359738368
39: 963306739/34359738368
40: -40242306771/274877906944
41: 939841653/274877906944
42: -70323248625/549755813888
43: 31230714057/549755813888
44: -350589344511/2199023255552
45: 429098830461/2199023255552
46: 158556614893/4398046511104
47: -162965502305/4398046511104
48: 12513716236295/70368744177664
49: 33212258501207/70368744177664
50: -28075611555343/140737488355328
51: -12588929453889/140737488355328
52: -86216253046575/562949953421312
53: 24096598963477/562949953421312
54: -5426269169703/1125899906842624
55: 236228228614667/1125899906842624
56: 208302650849391/9007199254740992
57: -2153357177794697/9007199254740992
58: -146753418010803/18014398509481984
59: -214469519444341/18014398509481984
60: 1690652329895583/72057594037927936
61: 2011055311332115/72057594037927936
62: -10484156572473189/144115188075855872
63: 16598673444331881/144115188075855872
64: 2457431928589435939/9223372036854775808
65: 220277769549083875/9223372036854775808
66: 5393177533349245949/18446744073709551616
67: -1190858968231218877/18446744073709551616
68: 3692310809391496889/73786976294838206464
69: -15780224336921375571/73786976294838206464
70: -26992678599519487463/147573952589676412928
71: -20686281813588373157/147573952589676412928
72: 200604885788920693137/1180591620717411303424
73: -20177990263729151591/1180591620717411303424
74: -78352192599846905077/2361183241434822606848
75: -123727125386079951475/2361183241434822606848
76: -206603346880948591955/9444732965739290427392
77: 916574102650931294745/9444732965739290427392
78: 5325754040578459796505/18889465931478580854784
79: -1884087088589718283549/18889465931478580854784
80: 38530470313914699307789/302231454903657293676544
81: 33836564472999596867101/302231454903657293676544
82: -32705764563608726531189/604462909807314587353088
83: 11991501594688003256677/604462909807314587353088
84: -111531452293531549054573/2417851639229258349412352
85: 345651893208147993211455/2417851639229258349412352
86: 33481759452214692139579/4835703278458516698824704
87: -345134572175266995740271/4835703278458516698824704
88: -7280666442338344325124895/38685626227668133590597632
89: 1332492381396426007334265/38685626227668133590597632
90: -6137972576875331481316653/77371252455336267181195264
91: 9278551312517725479692213/77371252455336267181195264
92: 19281264251724365555614121/309485009821345068724781056
93: -41048881513866151425532235/309485009821345068724781056
94: -43434756598231640063507459/618970019642690137449562112
95: 81746311552513874789685439/618970019642690137449562112
96: 464636279630891564852366919/19807040628566084398385987584
97: 3338041883135802049476823271/19807040628566084398385987584
98: -10614400742548410689935125207/39614081257132168796771975168
99: 9701698932455472357764821815/39614081257132168796771975168
100: 31109958365571876785493506093/158456325028528675187087900672