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I know what it means, but can't really see the reasoning of this phrase. Anyone with an insight?

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  • Are these found in England? If so, are they "rain cheques"?
    – GEdgar
    Commented Feb 9, 2012 at 13:43

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From wikipedia:

A ticket given to a spectator at an outdoor event providing for a refund of his or her entrance money or admission at a later date, should the event be interrupted by rain.

According to wikipedia, quoting OED, it was first used in baseball around 1880.

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From answers.yahoo.com:

[In] baseball ... when a game was rained out, those who had tickets for that game were given a rain check which they could redeem at another game. ... The use of the term as early as 1884 gives some indication as to the popularity of baseball in the U.S. even at that time: 'The heavy rain yesterday threw a damper over local operations. At each of the parks the audience had to be content with three innings and rain checks.' (St. Louis Missouri Post-Dispatch 26 May [1884?])

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    Providing an excerpt from your link in the body of your answer will protect it from link rot and usually garner more upvotes.
    – Callithumpian
    Commented Jun 7, 2011 at 0:23
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    I found an 1884 citation from the Baltimore American.
    – Hugo
    Commented Feb 9, 2012 at 11:22
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This is just speculation, but another meaning of check is "to stop":

check, n.
1. An action or influence that stops motion or expression; a restraint: Heavy rains were a check on the army's advance.
2. The condition of being stopped or held back; restraint: kept my temper in check; holding agricultural pests in check with sprays.
3. An abrupt stop in forward movement or progress; a halt.

Some examples:

  • "In order to understand how the falling rain checks the wave motion,"

  • "abundance of rain checks the propagation of cholera"

So, it could also be said that rain checks play. Perhaps the issuing of the paper checks (cheques, tickets) was also a pun on this meaning.

Anyway, I couldn't find any 1880s citations or earlier, but found some 1890s: Outing: Volume 24 from 1894 and Chimes from a jester's bells; stories and sketches from 1897.

Edit: here it is in the Baltimore American of Dec 12, 1884, in a short column headed BASEBALL REGULATIONS about "Changes made in the Rules of the American Association". If the phrase has been used in official regulations, it's likely to have been used verbally for some time beforehand.

When clubs issue rain checks, they shall not be required to pay the $65 guarantee to visiting clubs.

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