It’s been tornado weather lately, which raises one point about the language that we use to describe that particular kind of wind. In my own experience, a tornado does not sound like a train. Trains have a heavy bass rumble and a high-pitched mechanical whine, along with the mid-range groaning. A tornado, by contrast, sounds like an industrial fan. That is, until it gets close, and the air pressure drops. After that, most sound is of crashing and smashing.
Here’s hoping that you only have to hear this in a movie theater.