Why do Oklahoma earthquakes sound like explosions, thunder, etc?
  Earthquakes produce two types of seismic waves through
the earth. P waves move the eatrh's surface mainly up and down,
and S waves move it mainly side to side. The P waves travel faster so
they arrive first.
  As the P waves arrive at your location, they cause the
ground surface around you, and your floor, to vibrate up and down, just
like a loudspeaker cone. The movement is too tiny to be seen, but just
large enough to cause a low frequency sound. These sounds are often
described as a boom or rumble. To persons who expierenced the Oklahoma
City bombing, the earthquake sounds are similar to the air blast sounds
from that atrocity. Many check to see if their furnace exploded, or go
outside to look for an explosion. The sounds are frequently described
as "like a sonic boom, only somehow different".
  Persons near an Oklahoma earthquake epicenter may
hear and/or feel the P wave, and shortly after (only a second or so) may
feel and/or hear the S wave. So you may have any of the following:
1. sound only
2. vibration only
3. sound and vibration
4. sound followed by vibration
5. vibration followed by sound
6. sound and vibration followed by vibration
or any other possible combination. 1., 2., 3., and 4. are the most common.
  There have been a number of instances (especially in Europe)
in which vibration and/or sound from relatively small earthquakes, have
precipitated heart attacks. Some of these attacks have been fatal.
Particularly in recent times when car and truck bombs have become
relatively frequent, an unexpected boom and/or shake may cause sudden
fear, which may threaten the lives of persons with known or unknown
heart conditions. This is the greatest danger in most small felt earthquakes.
  When something goes boom in the night, try not to be startled.
It may only be a small earthquake. Even if it is an explosion, it is over
by the time you hear it.
Jim Lawson, Oklahoma Geological Survey 2004-06-09.