Nothing like a rainy day in minecraft, just hanging out in your base waiting for enemies to despawn, doing a little crafting and listening to music discs if you have them. It's not visually impressive, but it gives me the same feeling as staying home from work due to rain, no other game has ever done that for me.
Every time I try to go where I really wanna be it's already where I am, 'cuz I'm already there XBL, PSN, Steam, Origin, BSN, GFAQs, MC: PhilOnDez
I liked Left 4 dead 2's hard rain campaign, because it felt A LOT like the type of rain we have here.
Also, since snow is similar, my favorite game with snowing is Rune Factory Frontier, due to the fact that is was calm, dark, comfortable and lovely quiet music, and the fact that Im not being attacked by wolf of necrozombies..