Plenty of times. Horses that run well in the rain are called “mudders.”
From what I read earlier today, the mudder in today’s race is Exaggerator.
Mudders run well on what is dubbed an off or muddy track. They are generally rated slow. When it starts raining, most tracks turn sloppy as the water remains on top. Sloppy tracks are generally fast. Front runners do very well in the slop because they get pelted with little if any mud.
Also, on a muddy, or deep track, horses may be reshod with mud caulks which are a bar to help them dig into the softer going.
Hope this helps your future handicapping from one who learned most of this through a mis spent youth!
BTW, I had the tri. Did not pay much given the horses finished 1 2 3 according to the odds. Darn, was expecting more.