The Sounds of Failing Hard Drives
zzptichka sends along a link to recordings of typical sounds from 35 different failing and dying hard drives. The host of these sounds, Datacent, is in the business of data recovery, so presumably they have heard it all.
Just in case you don't want or don't need to order data recovery from a professional service, which is often expensive and takes time, here are some do-it-yourself guides for data recovery from broken hard disk drives. Of course you will not try these approaches if your data are really precious. But it you can afford to loose the data or you don't want to reveal them to others, these guides are worth a try to get the data resurrected.