I lived in Kremmling, Colorado for several years in the 90s and heard the same thing, always at night and always untraceable. There were odd characters, too, on backroads in the mountains near town, on deserted hiking trails. They definitely looked "military" and were "out of place" in the hiking areas. They were carrying sidearms, but acting too nice , meaning they seemed like they were acting. They encouraged us in a nice way to leave the area. This happened at the same time as the sounds that occurred at night. I rushed out one night to follow the train tracks to the train station but no engines were running.