What activities do you do to keep your kids happy on rainy days?

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I have to say that my favorite rainy day activity is making books with my kids. We make up the story, I write it, and they draw the pictures. When were done we use yarn, and a hole puncher to bind it together. Then we keep it in there bedtime story pile! They love it, and they really love the fact that they can keep using it over and over again! We have a hole collection we already made. So what are some activities you do with your kids on rainy days?