Both of mine were at very close quarters. One was a foghorn on a cross-channel ferry. It sounded whilst I, unbeknownst to me, was sitting right underneath it. I jumped so far it's a wonder I didn't end up in the sea! The other was one afternoon at work, standing underneath Concorde when it was starting two of its four engines. It was the most incredible, deep-chested roar I've ever heard. Yet to be surpassed.