Is this the thing going on in NJ? There are a lot of sounds that can be produced by the wind and weather conditions. I have heard the rolling thunder (that sounds like it starts in one place, passes over you louder, and disappears or gets quieter in the opposite direction...takes a minute or so to do this) in the middle of a blizzard. Now that is enough to make one a tad jumpy..LOL
I also think what some people are hearing is a balloon when they give it gas to make it go higher. If you do not know there is one about, it is a strange sound.