Did you know there is something in the movie industry that is called "Foley Artist"? It's basically someone getting paid to produce everyday sound effects that are added to film or TV. Things that mics can' t pick up very well or SFX that if were real would hurt the actor.
To produce rain they record bacon frying and then put that sound underneath the raining scene in the film.
To produce the sounds of bones breaking they snap celery
To produce the sounds of birds flying they flap gloves together really fast in the air or open and shut an umbrella really quick.
Here's more of what they do and it's pretty fascinating.