Usually moisture / rain in the air compromises the ignition system. Often times spark will be lost due to moisture. I would inspect ignition wires / coils (depending on your engine) for arcing of the spark.
i have had the same problem in heavy rain and always when going through the carwash. several sources say it can be the cowl (plastic piece that runs along the bottom of the windshield) it seems that it warps over time letting the rain water spill onto the engine and spark plug wiring. check your dealer for a replacement cowl or if cost is prohibitive find a way to seal the gap between the bottom of the windshield and the cowl.