When using VLF AM radio, one will hear a strange whistling sound that descends rapidly. That would be lightning. There is lightning going off somewhere on the earth every second of everyday. A lightning flash penetrates the plasma bands surrounding the planet creating ripples which then race around the earth. The highest frequencies of the plasma bands travel faster than the low frequencies so that the VLF receiver emits a sound that falls in pitch. It is called "whistlers" for this reason.
Auroras produce radio frequencies that are appropriately called the "dawn chorus":
This is the sound of a solar flare. Be grateful for earth's magnetic field without which these solar bursts would kill us:
Radio frequencies from Saturn are quite bizarre. Some believe them to be alien transmissions. Ignore the visuals of this clip which are bogus but the sounds are interesting:
Here is an Over the Horizon radar signal caught on shortwave: