In this work, we describe an autonomous mobile robotic system for finding, investigating, and modeling ambient noise sources in the environment. The system has been fully implemented in two different environments, using two different robotic platforms and a variety of sound source types. Making use of a two-step approach to autonomous exploration of the auditory scene, the robot first quickly moves through the environment to find and roughly localize unknown sound sources using the auditory evidence grid algorithm. Then, using the knowledge gained from the initial exploration, the robot investigates each source in more depth, improving upon the initial localization accuracy, identifying volume and directivity, and, finally, building a classification vector useful for detecting the sound source in the future.