Someone ended up here from a search for "Seacoast NH rainy day fun". Ha! There is none! Just plenty of rain these days.
Actually, depending on what kind of fun you are searching for, there are a few places you might consider checking out. The Children's Museum of Portsmouth is fun if you have young kids. Geek that I am, I always enjoy spending time at the public library. If you're more of a shopping type, you can go to the Fox Run Mall in Newington. Dover has the Woodman Institute and Portsmouth has a lot of historic homes that are now museums, like the John Paul Jones House.
So, there you go. Don't say I never did anything for you, ok?