People in Philadelphia heard some strange sounds earlier this month. Several have uploaded recordings onto YouTube. Here's one from YT user 'buttadee':

Here's what he or she wrote about the experience:
This is the strange noise I've been hearing periodically over the past couple of years. Occurrences have been frequent lately, and I notice it tends to happen before and/or during rain and other impending weather warnings like snow storms. This video was taken outside my front door after 2am on March 4th. I starting hearing it tonight around 6 or 7pm and thought it was just helicopters, but the sound never faded. It's hard to pinpoint where the noise is coming from. No aircraft in sight. Doesn't help that it was overcast.
It's snow, Jim, but not as we know it
The possible correlation with extreme weather fronts is interesting. We wonder if this is related to changes in the way weather systems (specifically, the cycle of water, from evaporation to precipitation) are generally becoming more 'extreme'? Rather than being spread evenly in space and time, increased precipitation (from warming oceans and a cooling atmosphere) is coming down in torrents as increased comet/volcanic dust in the atmosphere accentuates electric charge build-up, which is then released as 'sheets of rain' and 'stories-deep thundersnow'.

Of course, that's not the only thing to consider. The fact that observers can never identify the general direction in which such sounds are coming from - above or below - suggests an electrophonic EM effect (literally, electromagnetic waves that would not normally be audible) resulting from unusual seismic activity. And then we need to consider that the seismic activity (below) and the changing composition of the atmosphere (above) may be contemporaneous - both have a strong electrical component, and so both are probably working in tandem.

Interesting times...