Mexico City is home to numerous world-class museums that are perfect for a rainy afternoon. You can explore the National Museum of Anthropology, which houses an extensive collection of pre-Columbian artifacts. Another great option is the Frida Kahlo Museum, also known as the Blue House, where you can learn about the life and art of the iconic Mexican artist. The Soumaya Museum, with its unique architecture and diverse art collection, is also worth a visit.