Image of lightning striking the ocean.
Photo courtesy of Moonraker Australia

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This sound of lightning striking the ocean was recorded underwater in the Gulf of Mexico.
Sound courtesy of Henry Bass, Roy Arnold and Anthony Atchley, National Center for Physical Acoustics. Released under Creative Commons License, non-commercial attribution.
Description
Lightning strikes the coastal ocean at a rate of about 2 strikes per square kilometer per year. Lightning in the open ocean is rare. Most people are very familiar with lightning because lightning strikes the land much more often than the ocean. In the arctic and antarctic there is very little lightning.
 
References

  • Arnold, R.T., Bass, H.E. and Atchley, A.A. 1984, "Underwater sound from lightning strikes to water in the Gulf of Mexico." Journal of the Acoustical Society of America. 76(1): 320-322. 
  • Hill, R.D. 1985. 1985, "Investigation of lightning strikes on water surface." Journal of the Acoustical Society of America 78(6): 2096-2099. 
Additional Resources

  • "NASA: Where Lightning Strikes." (Link)