I can't think of a single coaster offhand that I know I have ridden while it was raining. It's always been my experience that they close most coasters during rain storms at the parks I've visited.
I guess I'm also fortunate in that I haven't spent many days at parks where I've had to contend with rain. The last really rainy day I can recall spending at a park was at Kings Dominion back in 08 or 07. When they closed all the coasters except Flight of Fear, my friends and I just whored the drop tower over & over, which was quite fun in the rain. I remember we would hold out our hands with the palms down and feel the raindrops hitting the underside of them as the car picked up speed!