I can’t say I ever have. Seems more like a Hollywood cliche to me… but I don’t doubt those who say they’ve heard it.
I live in a pretty windy area and I hear it often enough.
It’s usually something that sounds a bit like a person moaning or howling. It seems to be tweaking some part of the brain that pays attention sets of frequencies and probably also a pattern in the rise and fall of sounds. I can’t say I’ve heard anything that’s in a normal conversational tone or that has anything that sounds like intelligible words. Nevertheless, it sounds like a person making that noise (albeit one who is distressed or otherwise speaking abnormally).
ETA: Oh, and it’s almost certainly a cliche because people actually hear it. Hollywood just ups the stakes sometimes by making it sound more human and intelligible.
In cries, whispers, and screams.