Rain is a comforting sound
Last night we had one of those rain storms that start suddenly, where in the span of a few minutes it goes from no precipitation to a downpour. It occurred right about the time we were putting Milo to bed, and he was fussing in his crib because he didn't want to be going to bed ... well, as soon as that rain started pouring, Milo's whole demeanor changed -- he sighed, settled himself, and turned onto his side and promptly fell asleep. It was amazing -- that he would find the sound of the rain so comforting. Unless it was a total coincidence, of course.
We'll have to try one of those sound machines that plays different nature sounds, to see if it will help him settle at night. We've been playing music for him at bedtime, but this might be worth experimenting with. :-)