One thing I like in Chicago, during the blustery, wintery-windy times, particularly in Fall and Winter proper, is how the wind can make street signs sing. Basically, any of those hollow-bore metal poles that support things like "No Parking" signs and what-not -- when the winds are strong enough, they become like giant flutes, and will carry the sound, resonating up and down them, like how you can make a beer bottle sing, only this is galvanized metal being played, not glass.
Now, it requires a pretty strong wind to do it, but when you pass several of them, all sounding at once, it's neat -- this ghostly city song played, a duet between Man's works and Nature's whims. A chorus of banshees. Usually the poles dance a little, too, buffeted by the winds. It would be fun to find one of the reliably windy areas and put a tape recorder there to capture the sound, although without the poles for context, it's probably not quite the same.