Last weekend I went out just before an afternoon thunderstorm. I had one coming to my call across the field when the thunder and lightning started to get with it. He'd gobble with every crack of thunder but he instantly turned and started heading towards the trees. I couldn't get him back out so being out there with a shotgun and lightning, I decided to give up for the day.
From my experiences they hide in thunderstorms but on drizzly or just rain showers they prefer the open areas a little better.