As common weather, rain streaks adversely degrade the image quality and tend to negatively affect the performance of outdoor computer vision systems. Hence, removing rains from an image has become an important issue in the field. To handle such an ill-posed single image deraining task, in this article, we specifically build a novel deep architecture, called rain convolutional dictionary network (RCDNet), which embeds the intrinsic priors of rain streaks and has clear interpretability. In specific, we first establish a rain convolutional dictionary (RCD) model for representing rain streaks and utilize the proximal gradient descent technique to design an iterative algorithm only containing simple operators for solving the model. By unfolding it, we then build the RCDNet in which every network module has clear physical meanings and corresponds to each operation involved in the algorithm. This good interpretability greatly facilitates an easy visualization and analysis of what happens inside the network and why it works well in the inference process. Moreover, taking into account the domain gap issue in real scenarios, we further design a novel dynamic RCDNet, where the rain kernels can be dynamically inferred corresponding to input rainy images and then help shrink the space for rain layer estimation with few rain maps, so as to ensure a fine generalization performance in the inconsistent scenarios of rain types between training and testing data. By end-to-end training such an interpretable network, all involved rain kernels and proximal operators can be automatically extracted, faithfully characterizing the features of both rain and clean background layers and, thus, naturally leading to better deraining performance. Comprehensive experiments implemented on a series of representative synthetic and real datasets substantiate the superiority of our method, especially on its well generality to diverse testing scenarios and good interpretability for all its modules, compared with state-of-the-art single image derainers both visually and quantitatively. Code is available at https://github.com/hongwang01/DRCDNet.