I can attest to the fact that earthquakes certainly do make very loud noises. But there's never any doubt where the noise is coming from.
It's likely that some "mysterious" noises could be meteors exploding. The pressure wave from the one that hit Russia recently broke windows and damaged buildings. I'd venture that there was a bit of noise generated there, as well.
A couple of years ago, there were unusual noises coming from the sky here. To me, it sounded exactly like artillery. Lots of people called the local news station to inquire. Turns out that there were some military exercises being conducted a few miles out to sea. The ocean's surface and the cloud cover distorted the sonic booms of the airplanes, creating a very different sound.