One of my favourite memories of london was going to see a midsummer nights dream in Regents park. The outdoor theater was a great location for a play but ironically it rained the whole way thought the performance. Everyone stayed and it turned out to be a magical evening :)
Great! On that rainy day we've managed to visit the embassy to renew my wife's passport and zoo to entertain our kids)))
You just have to keep going :) It never stops raining for long anyways :)