Ok, so first time in my life I'm a homeowner, and also first time I have baseboard heat. The problem is the noise that the baseboard makes when the thermostat turns the heat off.
The noise is like a big bang or clunk. And when more than one heaters do it same time, it can scare you. Not to mention the neighbors. Not all heaters do it though. And it doesn't happen every time.
This seemed to come up every once in a while, but still I couldn't find any answers with Google that seemed to apply to this case. I live in a condo, and I don't have my own boiler, so that limits some things that I can do or check.
Here's a sound file too, that I recorded, maybe that will help: