I went out for the afternoon and evening drills during Severe Weather Awareness Week in Minnesota and recorded two sirens. This was an ACA Allertor 125 in Edina, MN where they tested both Alert and Attack modes. This video is now a part of the Wikipedia page on Civil Defense Sirens.
The best quality streaming version is available at:
http://commons.wikimedia.org/wiki/File: ... _video.ogv
The YouTube version (slightly lower quality but more compatible) is at:
http://www.youtube.com/watch?v=9Rd80_T2DaI
You can download a full quality 16:9 DV version (865MB!) at:
http://www.archive.org/download/ACA_All ... _Video.avi