friends and family looking in to my only hiding place

This day wasn't full of rain and grayness.  When I went to work it was sunny and kinda warm.  Kids even got to go outside and play with sidewalk chalk.  Then, later in the day, the rain had to come along and make pretty pastel blobs..  I didn't mind it!

Anyway, this kid there was helping me sing this song:

Rain Rain go away.
Come again another day

He knew another verse though.  He didn't know the whole thing, but he kept singing this:

Rain Rain, go away.
Come again another day.

Little children want to play

I kept trying to throw in, "Rain Rain go away" before the "Little Children want to play" bit, but he said that wasn't right.

Any clue what that verse is?