Ahhh that's a good one.
I had that happen with my GF's 93 Legacy Wagon. Replaced all shocks last winter - they were factory originals!
Needless to say they were all wasted. Got all the shocks replaced and had the same bumpity sounds over every bump on one of the front shocks. Sure enough, the shaft nut had worked itself loose, even though I torqued it down to spec. So I went and torqued them all down a little past spec and it's been fine ever since.