It's a common enough sound in summer, after the wind finally picks up on a hot and humid afternoon, as the rain starts spattering down in big, fat drops, you're in for a full-blown thunderstorm.
It's much less common in winter, even during a snow storm. Why is thunder so much more likely in summer than in winter?
In a summer thunder storm, the atmosphere is stacked up like a two-layer cake. The lower layer is full of warm, moist air; the upper layer is icy cold and dry. Because hot air rises, there are soon tremendous updrafts, carrying the warm moisture of the lower layer up into the cold, dry layer. The turbulence of these updrafts creates static electricity as the air masses rub against each other. Thunder and lightning occur when the static electricity discharges in a giant bolt of electricity.
In the winter, the layer of air near the ground is likely to be a lot colder and drier than it is in the summer. It's much harder to get the sharp divisions in the atmosphere that lead to turbulence, static electricity, and thunder. It can happen though, especially near the coast. A thunderstorm can form over the relatively warm and most air over the ocean, then move into the icy atmosphere over the land. When this happens, you'll get a sharp atmospheric division in a snow storm, and you'll get a thunder snow.