I had an extremely fussy colicky infant. I never thought that noises would help him sleep. But I noticed he would sleep if I was holding him and talking to someone. One day he was overtired and screaming because he could not sleep, and I turned on the vacuum. He went straight to sleep. It got me thinking about why that would be. Almost all adults would not welcome a vacuum on to fall alseep. We got a white noise generator after and it helped him out.
I've read somewhere that white noise is similar to what they hear while they are inside their Mom, so this puts them into a familiar environment, which makes them calm.
They make stuffed animals that play white noise or even human heart sounds. Not sure whether there is scientific data on this, but a lot of parents use them.