Head down into the subway.
From Create Your Own Story
Taking Claire by the hand, you rush across the street, hop up onto the sidewalk, and take the first few steps down into the subway system. You flick on your flashlight, and find rivers of rain pouring down the steps. You take each step carefully, pausing only once to wince at a crack of thunder and lighting over head. Finally, you slip down to the main platform of the subway station, and glance around.
It's dark, but there are a few emergency lights shining red along the walls, casting an eerie hue across the terminal. A train sits empty on the tracks, it's doors open, and by the scattered belongs around the exits, it looks like everyone on board left in a hurry.
You pause to take a few slow deep breaths, and look back to Claire. "So, what now?"
"I don't know," she says. "The trains obviously aren't running, so we either find a little office and hunker down for awhile and hope the weather passes, or we jump down onto the tracks and head up the tunnels."
You glance around with your flashlight, and you do see a small door in the wall just down the way marked "management." It's slightly ajar, and you fear the worst for that. Still, trudging down the tracks might not be a better option.