It is an irritating, electronic noise, not unlike the sound of a truck horn played through a cheese grater. It is broadcast over a certain frequency, constantly, and has been since at least 1982. But the weird part isn't the tone, but what happens when it stops.
In its 20-something year run, the sound has been interrupted only three times, the earliest known time being Christmas Eve in 1997. Each time a voice comes on and lists several Russian names and numbers before returning to the foghorn. The most recent occurrence was 2006, a mere three years before the time of this writing. It is clearly becoming more active after remaining quiet during the Cold War.
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I have heard the "quacking" on the 6500khz that Johannesburg Jay mentioned. I had found that by accident.
There is one that comes from Laguna Pueblo in my state, and that one is Yosemite Sam.
sounded like a duck. quack quack quack nonstop. never figured it out.