This is almost the opposite of "things that go bump in the night" but a couple years back my wife and I were sleeping and in that haze when something has woken you up, I heard a sound like a plane taking off. It came and went (to me) in an instant. I asked my wife if she heard it, she said yeah, it was kinda weird, and then we both went back to sleep. as it turns out, a tornado had sprung up traveling right by our house. several trees were uprooted, one just missing my neighbors house waking up the entire neighborhood, except of course for us. While the entire neighborhood came out of their houses like the munchkins welcoming Dorothy to the land of Oz, we slept through (almost!) the entire thing!!

Frank