In this age of global satellites and google Earth under the sea, it can seem that there is little left unknown in the world.
And that is where Bloop comes in.
From Wikipedia: 'Bloop is an ultra-low frequency underwater sound detected by the U.S. National Oceanic and Atmospheric Administration several times during the summer of 1997. The source of the sound remains unknown.'
Basically, the form of the sound is consistent with that of a living animal, but it would have to be much larger than the largest animal known (also the largest animal ever known to have existed on Earth), the Blue Whale, in order to generate such a sound.
You can listen to the sound here at Bloopwatch.org (2.5 MB version)