Most of the craters on the moon are from the surface being hit by asteroids and comets billions of years ago. There is no air or water to erode the surface, and there are no earthquakes or volcanoes to change the surface. Only the smallest rocks may still hit the surface. To have rain or snow, we need to have water and an atmosphere of some kind. Mars has only a very thin atmosphere but it does have weather.
Strong winds can blow up big dust storms.
Pictures from the Mariner spacecraft show that sometimes thin frost forms on the surface of the planet. I believe that it is too cold for rain, but frost and icy fogs have definitely been seen. Perhaps it snows at the polar caps. The atmosphere of Venus is very thick and very hot. There is a little water in its clouds, but I don't believe it ever rains.