Most folks run for cover when it rains. I also run for cover but I find the rain a great opportunity to focus on what people are doing while they are trying to get out of the rain. I think umbrellas add a unique framing perspective to the subjects as well. This particular day it was raining so hard that the rain was coming through the fabric of my umbrella and my gear was getting soaked.
(Note to self: buy a rain cover). I retreated to a covered area and was able to catch a few people passing by in some interesting poses and great expressions.