Noodling around on Wikipedia, sometimes you run into the oddest stuff.
I was looking something up yesterday and saw an associated link to a page called "List of Unexplained Sounds." Well, I couldn't pass by something like that, so off I went down that rabbit hole. As advertised, the page is a compendium of odd noises that have been heard (many have been recorded, so we know that those at least aren't someone's overactive imagination). There are sound clips for a few of them, so I highly recommend going to the page and checking them out.
Here are a few of the ones listed -- with some possible explanations.
Upsweep is the name given to a sound consisting of a repeated series of rising tones that sound to my ears a little like a siren. The source of the sound has been identified as being somewhere near 54° S latitude, 140° W longitude, placing it a little less than halfway from New Zealand and Cape Horn. This, to put it mildly, is the middle of abso-fucking-lutely nowhere; in fact, it's not far from Point Nemo, also known as the "oceanic pole of maximum inaccessibility," which at 48°52.6′S 123°23.6′W is the point on Earth that is maximally distant from land. There's a conjecture that Upsweep might be some kind of sound generated by underwater volcanic activity, but it's not exactly convenient to go out there and check, so that hypothesis is unproven.
The Bloop is a famous noise, once again heard in the Pacific Ocean, that is ultra-low frequency and extremely high amplitude -- meaning it can travel thousands of miles from its source. The guess here is that the Bloop is a sound made by large icebergs breaking up (or scraping the seafloor), but I've heard an alternate hypothesis that I like better, which is that it's Cthulhu snoring. Cthulhu, as you probably know, is the octopoid Elder God who was put into a charmèd sleep in his underwater city of Rl'yeh, where he's waiting for his followers to summon him back. Why anyone would want to do so remains to be seen, because if you've read any H. P. Lovecraft, you know that the ones who try to reawaken him always end up dying in nasty ways, so it seems to me it might be better to leave him blooping peacefully in Rl'yeh.
Some sounds have only been heard once, but are weird enough to bear mention. These include Julia, which was given its name because it sounds like someone saying the name in a weird, hooting voice. This is another one that is probably due to icebergs; its origin was pinpointed to somewhere near Cape Adare, Antarctica, but it was loud enough to be recorded by the entire Equatorial Pacific Autonomous Hydrophone Array.
The Ping is much more local; it's only been reported from the Fury and Hecla Strait between Baffin Island and the Melville Peninsula, Nunavut, Canada. Although it's likely to be from some kind of marine animal, it's strange enough (and has been reported enough times) that "the Canadian military is investigating."
Not all of them are oceanic sounds. One of the weirdest is the Forest Grove Sound, heard multiple times near Forest Grove, Oregon in February of 2016. It was variously described as "a mechanical scream," "a giant flute played off pitch," and "akin to a bad one-note violin solo broadcast over a microphone with nonstop feedback." There was an investigation, and it was never satisfactorily resolved -- and has not been heard since.
Last, there are the Moodus Noises, heard near Moodus, Connecticut, which unlike the Forest Grove Sound, have been heard for centuries (the indigenous people of the area, mostly from the Narragansett Tribe, supposedly have a long tradition of weird noises coming from nearby Cave Hill and Mt. Tom). The Moodus Noises have a different Lovecraftian connection -- apparently they were the inspiration for the strange noises that came from Sentinel Hill in the spine-chilling story "The Dunwich Horror." The more prosaic explanation for the Moodus Noises is that they come from microquakes, but -- needless to say -- there are a lot of people who don't buy that, and think the region is haunted.
So there you have it; a sampler of weird and unexplained sounds. You should definitely check out the page and listen to some of the clips, which are goosebump-inducing. While I do think they all have perfectly ordinary natural explanations, being a diehard skeptic doesn't mean I'm immune from getting the creeps now and again.