"My, my, look at the lovely snow," said his wife.
"No, that is not snow, that is rain!" replied Rudolph.
"No, no, no, this is snow," she said.
"Look, there is a palace guard, we will ask him."
Rudolph went to the palace guard and said, "is it raining or snowing?"
The guard was no dummy, so he said "what do YOU think it is doing, Rudolph?"
Rudolph replied, "Raining."
The guard said "Yes comrade, I was going to say raining, also!"
So Rudolph and his wife went walking off. The guard could just barely hear the KGB official say: "Rudolph, the Red, knows rain, dear."