All we heard was the shell going over us.
Better than the sound of incoming fire landing on you! I have a couple of stories about that. In Iraq the first time there were a few memorable incidents.
1) There was an Army base to the north of us (about 2 KM) and they would fire artillery counter fire when the insurgents would shoot mortars or rockets. This was to encourage them to not linger in one spot and limited the amount of shells they would fire. Anyone who has been around artillery and been in a place with incoming rounds knows the difference in the sound. Outgoing sounds like a loud rifle report (sort of a loud "Pah!!"). Incoming sounds like "Crump!!". Having been an artillery guy and knowing what it sounded like I always thought it was funny when I would hear the howitzers (M109A6 Paladins - 155mm) going off and see people running for cover. I always just shook my head and smiled as I went on my way.
2) One day I heard "PAH!" (with the accompanying panic on the part of the newbies) but about 8 seconds later I heard sound of a distant jet starting overhead. If any of you have every shot model rockets off, it sounded a lot like that. Looking up, I saw a pencil thin streak of smoke in the air. I knew what it was and when I head the next shot I made sure to look up. As I expected, another streak of smoke crossed the sky (only about two finger widths if you were holding up your hand at arms length) and then heard the "swoosh" a couple seconds later. What I had seen was the rocket starting for a rocket propelled projectile. You never see that sort of thing in training because if the rocket fails to ignite, the round will fall short. In combat, that isn't a concern.
3) On one occasion, I was sitting in the internet cafe (no Rocky, it's not your war) talking to my wife on the IP phone. There was a loud "Crump!!" nearby and everyone went into freak-out mode. I calmly told my wife my time was up on the phone and that I would talk to her later. While everyone else got under the desks (wood desks - just so you know, wood vs shrapnel is no contest) I just sat in my chair waiting for the all clear. My sitting there was not out of bravado; there were 10 foot high T-barriers surrounding the place. The insurgents would have to land one in the cafe for it to do any damage to those therein. Since everyone was quiet at this point I thought it was interesting that you could hear the far distant "pah" from the mortar that fired the next round. As the flight time for mortars is pretty long I knew the impact would be in a few seconds (it's hard to gauge as you don't know how far the mortar is in that situation [Flight time - the distance to the mortar divided by the speed of sound expressed in seconds = the time you have before impact] not easy math while rounds are coming at you.) The next one got closer and after what seemed like a long time the next one got even closer (and therefore much louder!!). When I heard yet another shot, I went a head got a little closer to the floor. Fortunately that was the a last shot an no one was hurt.
4) The insurgents got luck with a rocket one time and managed to land it in the Army's stash of Red Bag artillery propellant (a big one). The resulting secondary explosions (one set off by the attack) went on for about 5 hours. It looked like a huge fireworks display going off on the ground going up. Unfortunately, the advanced party for our replacement battalion got there that day, so they must have thought that was a common occurrence!
The Red Bag going off
The T-barriers