Why does pool chlorine smell only when wet?
According to americanchemistry.com:  


  Pool smell is due, not to chlorine, but to chloramines, chemical
  compounds that build up in pool water when it is improperly treated.
  Chloramines result from the combination of two ingredients:  (a)
  chlorine disinfectants and (b) perspiration, oils and urine that enter
  pools on the bodies of swimmers. Chlorine disinfectants are added to
  pool water to destroy germs that can give swimmers diarrhea, ear aches
  and athlete's foot. Perspiration, oils and urine, however, are
  unwanted additions to pool water. By showering before entering the
  pool, and washing these substances from the skin, swimmers can help
  minimize pool smell.   When chlorine disinfectants are added to water,
  two chemicals are unleashed that destroy waterborne germs: 
  hypochlorous acid, $\ce{HOCl}$, and hypochlorite ion, $\ce{OCl-}$.


Some chemical reactions that then lead to the formation of chloramines include:  

$$\ce{HOCl + NH3 -&gt; NH2Cl + H2O}$$
$$\ce{HOCl + NH2Cl -&gt; NHCl2 + H2O}$$
$$\ce{HOCl + NHCl2 -&gt; NCl3 + H2O}$$

These are fairly volatile compounds, but can also, to different degrees, "stick" to your skin.  When you take a hot shower, these are then liberated and you can smell it again.