Usually I wouldn't be able to hear the machine because it would be behind glass in the stand/truck. (Also, they frequently have a lot of cotton candy made up beforehand and hanging in bags, so the machine itself isn't always running when you walk up). I imagine it sounds a bit like a washing machine on spin cycle, though, since that's the same thing that's happening -- it's just one piece of metal in the center spinning around really fast and spitting out heated sugar through tiny holes, which almost immediately crystalizes into threads as it cools.