

The devil is pointed to as the cause primarily in Anglo-Saxon cultures. However, the critters most commonly pointed to are foxes - cultures in numerous spots around the world pronounce a sun shower as a sign the foxes are getting hitched. Various cultures ascribe the occurrence of these wettings to the marriage of animals, such as rats (Arabic), tigers (Korea), monkeys (Zulu), jackals (South Africa), hyenas (Kenya), or bears (Bulgaria). Snopes has an array of sun shower folklore references.

Then the Thunder spoke again to the young woman and said, "I have now taken him along with me, and whenever it rains while the sun is shining, the people shall think and say that Tsi-ju'Q-Q, the Wyandot, is making the rain." The Wyandot Indians have an origin myth for sun showers.
