We used special stereo microphones with ears to record the sound the way humans hear: With interaural time and level differences. With headphones on, the sound recorded by the left microphone enters your left ear, and the sound recorded by the right microphone enters your right ear. Your brain decodes the stereoscopic 3D audio cues as if you were there when the recording took place.
I came across this app a number of times, but didn’t buy it until after I read Patrick Welker’s detailed piece, and I encourage you too as well (if only to get a better handle on the science and technology behind the marketing blah blah blah quoted above).
I’ve been using White Noise for years (on the Mac and iPhone), and it gets the job done, but it’s not without its faults. (I mostly use its “brown noise” setting, though it does have a ton of “nature” sounds as well.)
I think it’s safe to say that when it comes to simulating the experience of sitting on a back porch in Florida listening to a thunderstorm, Thunderspace is the best app out there, and all of those to whom I’ve recommended it agree.