Sound producing machines are available that can help you to fall asleep while listening to pleasant sounds. These machines can play sounds such as waves gently rolling up on the beach, a rain storm, birds singing in the garden, chirping of crickets or even a train as it travels down the tracks.
Sound choices vary as does the quality of the recording. On low end machines, the recordings are short and just continuously play over and over. This can be very monotonous.
Other machines deliver high quality natural sound recordings for a more pleasant listening experience. Some even use Adaptive Sound Technologies that can listen and respond to the background noise in your current environment.
On the other end of the spectrum might be a CD that has a long continuous recording of birds in a forest or a campfire crackling as the wood burns down. There are even free applications available for your cell phone of IPod with various sounds available.