During one of the summers during my high school years, I once played in torrential rainfall at Steve Stricker's home course in Edgerton, WI. I was shocked they never canceled the tournament. It was an event with the Junior PGA of Wisconsin, and I ended up shooting my best score of the year (go figure). Won the tournament and was pretty pumped.
Another time, during a high school match, it started hailing around the 7th or 8th hole, and they ended up canceling the match after 9 or 10 holes. However, nobody informed our group, and we finished 15 holes before someone finally found us and told us it was canceled. Even through 15 holes, 7 or 8 of which were in hail, I was in the individual lead at +2 or +3. I was a little peeved, but we all laugh about it now.