Some examples from our own solar system.(I'm sure that most if not all have been already suggested in all of the other answers. But here is my answer to this question.) This society could very well come from our own solar system, our neighboring planets. If this society were to come from Venus, then the dense atmosphere would hide the night sky quite well. Titan also has a very thick atmosphere. And on Titan, I expect that even if the atmosphere had a transparency similar to Earth's, the reflected light from the numerous moons, as well as Jupiter would hide any starlight. The society would, however, know of things beyond their sky, being able to see the Jupiter as well as all the other moons...anyway, moving on... Well, this question has been answered by many people smarter than I.(I'm going to finish reading through these answers and learn something!) So, I will leave it at that. My first answer on this site(however unnecessary).

Some examples from our own solar system:

This society could very well come from our own solar system, our neighboring planets. If this society were to come from Venus, then the dense atmosphere would hide the night sky quite well. Titan also has a very thick atmosphere. And on Titan, I expect that even if the atmosphere had a transparency similar to Earth's, the reflected light from the numerous moons, as well as Jupiter would hide any starlight. The society would, however, know of things beyond their sky, being able to see the Jupiter as well as all the other moons...