There is also the mysterious Russian signal known as UVB 76, now of DXer "cult" status and written of in an article in the current issue of Wired magazine.
UVB 76 is the call sign of a shortwave radio station located north of Moscow that, since 1982, broadcasts on the frequency 4625 kHz (AM suppressed lower sideband). It is known among radio listeners by the nickname The Buzzer and features a short, monotonous buzz tone repeating at a rate of approximately 25 tones per minute, 24 hours per day. On rare occasions, the buzzer signal has been heard interrupted by a voice transmission in Russian. Despite much speculation, the actual purpose of this station remains unknown.
The magazine piece is an interesting read (sorry, not available on-line yet, you'll have to buy or borrow an issue) but here's a site dedicated to the subject.
http://uvb-76.net