Interesting, though, 2 of the 3 quakes I felt in 2011 seemed to have come with a sound like a sudden gust of wind. But one of them happened during a thunderstorm.
http://kfor.com/2013/11/04/65-earthquakes-recorded-in-oklahoma-since-start-of-november/ (No, the quakes are not saying "BOOMer Sooner".
The first one sounded initially like thunder to me (no storms near) and made my computer desk shimmy back and forth. The other one I was sitting on my den floor, yoga style, and since my house is pier and beam (i.e. house has a crawl space) it felt a little like a fair ride.