It was probably Jimmy Dean (sausage guy) on maybe Johnny Carson who came out with this story:
"I was headed to the theater to get ready for a show and I spotted this old drunk staggering up the street toward me. He was all ratty looking and I could smell him before I heard him muttering to himself:
“I don’t understand it, I just don’t understand it. Every time I get out of jail, it rains.”"
Did you ever hear this story by somebody on some talk show? Was it Jimmy Dean on Carson or somebody else somewhere else?