Was thinking of that LotR scene, but didn't think of The Truman Show, though it really is a really great scene. Or scenes I guess. I'm thinking of the bit where the rain follows him as well as his ride through the storm.
Looking at my top 100 potential list:
The climax of the Evil Dead remake has a torrential rain of blood, if that counts.
The climax of Moonrise Kingdom
Take Shelter's oil rain dream
The fantasy part of 127 Hours
The climax of Doubt happens during a thunderstorm
If you'll allow the blood and oil rain from before, the rig explosion scene in There Will Be Blood is also great, though it's really oil falling from the sky.
The T-Rex attack in Jurassic Park is probably the best.
Does the opening credits of The Umbrellas of Cherbourg count?
HOW DID I FORGET "MY FAVORITE THINGS" AND "SIXTEEN GOING ON SEVENTEEN" FROM THE SOUND OF MUSIC?!?!?!
The opening of Suspiria is pretty great, too.
The end of Under The Skin is in rain, I think.
Pretty much the whole fourth act of Fanny and Alexander happens during a thunderstorm and a summer shower in different, intercut locations.
Memories of Murder happens during the rainy season, right? Isn't that a plot point?
The opening of Kubo and the Two Strings is during a storm.
Ok, I'm out.