The Merlin bird identification app that I wrote about a while back has an incredible new feature: sound ID. Simply bring up the Merlin app, select "Sound ID", and capture the bird song you want to identify. As you record, possibilities for the target bird appear. A few nights ago, while on a walk, I recorded a sound I didn't know, and it suggested a gray catbird, which was spot on.
There's a nice article that provides some details on this new feature and how it works. This app is getting better and better with time, and I highly recommend it.