iOS: If you could use a little help falling asleep, Free Sleep Sounds for iPhone offers a library of nature and other soothing sounds to help you relax after a long day. You get long, real recordings too, not short loops, and a sleep timer so your phone isn't on all night.
Free Sleep Sounds offers over 25 recordings of soundscapes from around the world, including rain and thunderstorms, falling snow, rivers and streams, ocean sounds, forests and trees. You can play them individually or mix and match them to create a playlist of sounds you personally enjoy. The app runs in the background so you can lock your phone or use other apps without pausing playback, and the sleep timer is a one-tap option. You also get images to go along with the soundscapes.
The app is ad-supported, but it is free. If you have $2.49 to spare, you can pick up the full version, which bumps up the number of sounds and soundscapes to well over 600, offers more categories and options, and strips out the ads.