This is probably my favourite 'spooky sound'.
http://www.thefullwiki.org/Quacker_(sound)
Soviet submarines during the Cold War era started encountering strange sounds when they passed through certain zones in the northern seas. They seemed to be coming from unidentified objects swimming near and around the submarines. The objects appeared to show signs of intelligence and moved at the speed of 200 km/h, about twice as fast as the fastest fish known to science. At the time of the encounters, there was no machine that could reach that speed underwater. The 'quackers' (as the Russians called them) always seemed to be patrolling a particular zone, for unknown reasons.
Any attempt to investigate them was unsuccessful. After a period when the quackers had started spreading to other areas of the sea, the phenomenon simply faded away in the 80s (or so we're told). Were they some kind of top-secret project? A species of marine creatures that still remains to be discovered? Or perhaps, non-human vehicles involved in some mysterious operation?
It's worth noting that 'flying saucers' have often been reported as coming in or out of the water (both the sea, lakes and even rivers). The strong connection between water and UFOs has prompted some researchers, like Ivan Sanderson, to speculate that extraterrestrials might actually be native to this planet, a race that evolved in our oceans long before the first man walked the earth. The bible mentions 'those who live underground and underwater'.
I'd also like to add that the 'quacker' phenomenon took place in the northern emisphere, close to the north pole. As someone who has an interest in the hollow earth theory, I can't help but wonder if the quackers were visitors from the legendary city of Agartha, home to the 'king of the world'. According to legend (and some alleged eyewitness reports), the north and south poles are the main entrances to the inner earth.