Rain water collection is a very efficient way to acquire large quantities of clean water, in some parts of the world it is the only practical way to do it.
Collecting While On the Go
When you are bugging-out, rain is an excellent source of water. Collected rain water does not need any preparation and can be collected quickly if you are properly equipped. You will only need a collection device and a container for the water, you should have both as part of your BOB. Your water bottle, hydration bladder, or other water containers should work just fine. For an ideal collector you need a large, flexible, sheet such as a tarp or poncho to collect the water from a large area and funnel it into your container. You may find that collectors occur naturally in rock formation, large plant leaves, etc... Many individuals build shelter in such a way as to act as a collector in the event or rain.
Collecting Water from at Home
Water collection is also an excellent source of water for the home, particularly in areas where wells are not practical. If you choose to collect water at home the basic needs are the same as on the go, a collector and a container. In the case of home collection both of these items should be much larger. For the collector you may want to build a dedicated collector, but one of the most practical ways to do it is with your roof. A metal roof should be employed, shingles would create far too many unwanted deposits, which would then funnel water into a cistern. A cistern is a large underground tank that is the most common way to store collected water for easy access later. Rain Barrels could also be used, but they would not hold nearly as much water and would have to be stored themselves.
Water can also be collected and stored with the use of Swale, dams, and various other features used in Permaculture. This water would be equal to water gotten from a lake or pond, and thus non potable, requiring water treatment to be used for drinking, cooking and bathing.
Brad Lancaster's wikipedia page. Brad literally "wrote the book(s)" about harvesting rainwater, although his focus centers around the homestead with very little attention given to mobile collection.