Thunderstorms are sweeping across the UK and bringing relief from the heatwave. The one that woke me this morning sounded a bit like this, the Castle Sound effect which has been used in dozens of movies as this montage shows.
Originally recorded for the film Frankenstein in 1931, SpongeBob SquarePants, Scooby-Doo, and Charlie Brown have all been scared by this particular recording. 
What causes thunder?
With lightning, close to the striking point there is an explosion that is among the loudest sounds created by nature – that is the crash. Then there is a rumble which can last for tens of seconds. The lightning creates an immensely hot channel of ionized air, which creates immense pressure, which creates a shock wave and sound. .
If lightning happened in a straight line, thunder would crack but not rumble. Each kink in the lightening’s crooked path creates a noise. Together, the noises from the kinks combine into the characteristic thunder rumble. The sound lasts many seconds because the lightning path is many miles long, and it takes time for the sound to arrive from all the distributed kinks.
 Trevor Cox, The Sound Book (W W Norton, March 2014) or Sonic Wonderlands (Bodley Head, Jan 2014)
 Heat is the normal explanation for why the shock wave forms; for example, see F. Blanco, P. La Rocca, C. Petta, and F. Riggi, “Modelling Digital Thunder,” European Journal of Physics 30 (2009): 139–45.
 H. S. Ribner and D. Roy, “Acoustics of Thunder: A Quasilinear Model for Tortuous Lightning,” Journal of the Acoustical Society of America 72 (1982): 1911–25.