Most people go to the beach to enjoy the sun and the water. That is why when it rains, enjoying making the most of a beach vacation can be a challenge. There are plenty of activities you can do in a beach town when it rains though, you just have to keep your eye out for those activities.
Visit the historic part of the beach town you are in. Many beach towns have an older portion of town with information about the history of the town and it's residents. Spend some time visiting a some of the older stores in that area of town. You can find out a lot about the town you are visiting from residents who have been in business there for a long time.
Visit the indoor entertainment at your hotel. Many beach hotels have an indoor pool along with their outdoor pool. Many also have game rooms as well. This is a great opportunity to enjoy the indoor pool and play some video games indoors in the bad weather.
Visit the boardwalk in town. The boardwalk is usually along the beach and the ocean, and offers plenty of indoor entertainment options. These range from shopping to dining and arcades. If the rain is not too heavy, you can go from one store to another on the boardwalk, dodging the rain drops as you go.
Choose this evening as one to dine at a nice sitdown restaurant. Many times when you are at the beach you don't want to burn a couple of hours at a fancy restaurant because you want to enjoy the outdoor entertainment in town. A rainy day is a great opportunity to enjoy a meal at that restaurant you really want to try but didn't want to loose precious outdoor time for.
Visit the local movie theater. Most beach towns have small movie theatres and the rainy weather gives you a great opportunity to enjoy a movie. Keep in mind that many other vacationers will have the same ideas that you have though, so you will be fighting crowds to get into the theater and there probably will not be many empty seats.
Bring a game system with you when you are on vacation. If you bring a gaming system, you can hook it up to the hotel television and be entertained in your room on a rainy day, without spending any money. That way you have more money to spend when the weather improves.