It can happen! We have board games, books, DVDs, PlayStation and I’ve always enjoyed the sauna in the rain, but when you want to get out for a bit, here are some ideas.
Not as extreme as it might sound. Italy is only half an hour away, through the Mont Blanc tunnel, and the two sides of the mountain often have completely opposite weather. Courmayeur in summer:

Courmayeur is well worth a day anyway — wonderful Italian food, beautiful scenery , great ice cream and coffee…it’s a very pretty, lively town and the two main valleys (Val Ferret and Val Veny) have walks to suit everybody. The valley floors are very flat and ideal for families — some are even suitable for pushchairs and there are steeper and more challenging paths further up.
Courmayeur’s official site leaves a lot to be desired but at least it has the weather and webcams.
Don’t forget your passports! Depending on the direction the bad weather is coming from, Switzerland can also be a good plan — More ideas for day trips here.

For families, the indoor section of the main Chamonix pool is a good bet, with its huge waterslide and jacuzzi– the centre also has sauna and steam rooms, tennis, a climbing wall and gym — or you could sample one of Chamonix’s spas for a more luxurious experience… More spas
Chamonix Gym offers drop-in classes, postural training, yoga, circuits and also have a juice bar.
Find out more at http://www.chamonixgym.com/ .
Forget the outdoors and go bowling! Also has pool tables and air hockey. In Chamonix Sud — look for the neon bowling pin.

Cinema Vox has three screens showing a variety of movies from Hollywood blockbusters to more offbeat choices including mountain movies. Movies are often shown in English or with English subtitles — check the listings for times and languages. They often put on extra showings if the weather’s bad.
If you came here to climb, there is a very good climbing wall in Les Houches, Mont Blanc Escalade, which also offers lessons if you’d like to learn.
Or for the more hardcore (routes start at 7b), go through the tunnel to Italy and try Europe’s biggest overhang — the Sarre Roof. I will admit that I’ve mentioned this mostly as an excuse to post this lovely pic of the amazing angled face:

Elisa Sarre by bertera, on Flickr
(Image © Galerie du Globe)
There are some good galleries in Chamonix — I particularly like the Galerie Globe in Argentiere, and the Espace Tairraz often has good exhibitions, as well a a spectacular collection of crystals. The Alpine Museum is an interesting place to pass an hour or so too. The big gallery in the area is in Martigny, which has a small but outstandingly good collection of modern art, is accessible by car or train, and may well have better weather too — it’s got a great sculpture garden and as an eccentric bonus, a collection of vintage cars. Practical info on the Martigny site and more of my suggestions for art and culture here.