Put your headphones on, close your eyes and play this clip. This is VERY freaky.
Note: even though there are several flash files in the net, which will scare the hell out of you, this is NOT one of them. So nothing to get scared of, just turn the volume up for full immersion.
And now comes the advert: if you want to record such audio yourself, get a pair of Soundman binaural mics. I by chance *happen* to be importing those babies to Finland. ;)
http://nnyman.com/soundman/