Well, it might be the sky, could possibly be coming from elsewhere, but different countrys have been hearing the same thing for several years now.

This one was in Spokane, Washington State last week.
121416 Mystery Sounds From The East Sky In Spokane Valley - YouTube

This one in Australia in 2012
Strange Sounds Heard in the Skies of Queensland, Australia - 22/1/2012 - YouTube

As for this weird storm in Finland... very odd.
Super creepy sounds in the sky during a storm in Finland! - YouTube

There's lots of those type of videos on YT, i know some fake the sounds with War of the Worlds, but i don't know about the rest. Just really weird.