Where do birds go when its raining?

I guess they just take shelter.. in a tree or anywhere else. They don't seem too bothered by rain.. I've seen the chickens in the coop get a little bedraggled in rainy weather. They take shelter in the worst of it, but are out in gentle rain, pecking and scratching away at the dirt. Mostly water just seems to run off birds' plumage and I've seen them just shaking their heads to get rid of rainwater running down onto their faces.