Rain in New York is an event. The awnings drip, every umbrella on the block breaks at once, and the bodega starts selling them for ten dollars. It's also a great excuse. The city has more warm, dark, interesting rooms than you could get through in a lifetime, and most of them are one train away.
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Museums for a rainy baked afternoon
Natural History is the king of bad weather: lie down under the whale, stare at the dioramas, finish in the planetarium. The Met's Temple of Dendur has that huge glass wall, and rain on it is one of the best things in the city. MoMA and the Guggenheim both do fine with the sky turned off.
The Intrepid is a real aircraft carrier parked on the Hudson with a space shuttle on board, and being on a warship in the rain feels right. The Tenement Museum on the Lower East Side books you into actual apartments from a hundred years ago, which will make you feel better about yours. The Museum of the City of New York and the Morgan Library are the quieter picks. The Queens Museum Panorama might be the best one of all. More in things to do high in NYC.
Movies, the obvious answer
Rain is movie weather. Pick a rep house and a film you'd never watch at home: Film Forum, Metrograph, the Quad, Anthology. Or go full comfort at a Nitehawk or Alamo, where the food comes to your seat and you don't have to go back outside until the credits. Compare them in movie theaters for stoners.
Food you don't have to stand in the rain for
Basement food halls were built for this. The New World Mall in Flushing is underground and steamy, and you can eat for hours. A diner booth works too: long menu, bottomless coffee, disco fries. Ramen or soup dumplings are the right answer when your socks are wet. See NYC munchies.
Winter moves: warm rooms and glasshouses
When it's freezing, go to the tropics. The Enid A. Haupt Conservatory at the New York Botanical Garden in the Bronx is warm, humid and full of palms, and the Brooklyn Botanic Garden has its own conservatory. Grand Central's whispering gallery is free: stand in opposite corners of the arch outside the Oyster Bar and whisper at the wall. The New York Public Library's Rose Main Reading Room has limited visiting hours and tours, so check first.
Barcade in Williamsburg is a good old-fashioned wet-day move, with beer and old cabinets. Winter also means shut windows at home, so read the winter section of our small apartment guide before you spark.
Or just stay home
Honest option. Rain on the fire escape, radiator hissing, a delivery order in. Tip the delivery person like it's snowing, because they're out there and you aren't. Our guide to sesh-ing in a small apartment covers the rest, and NYC by season tells you what's coming next.