Build a siren

[AllSafe]

Be prepared to do a lot of machining or find someone with a good mill and lathe, because making your own electromechanical siren is very hard work. It takes a lot of precision machine work to make one which works well.

[Trey]

Yes, and for the cost, you might as well buy one.

However what you may do is look around for some air raid siren clips online, find the one you want, and ask the owner for permission to use it.

[Daniel]

If you want the genuine "WWII sound", the dual tone sound that is heard on old war movies, you will need a dual-tone siren with 10 ports on one rotor and 12 ports on the other. The siren you hear in those films was originally made by Carter & Co. in England. Since the UK scrapped their warning siren system in 1992, these things can occasionally be purchased in the UK, and other manufacturers like Klaxon, Grifco (Australia), and Kheraj (India) make sirens which sound like this. A few American sirens also have a 10/12 port ratio (which makes a minor 3rd interval), most notably the Federal Signal 2T22, 3T22, and Thunderbolt 1000T and 1003 models, which are no longer manufactured but fairly easy to find.
Two problems: First, the 2/3T22 siren weighs in the neighbourhood of 600 lbs. and most of them require three phase, 240 or 480 volt current. Thunderbolts are even larger. Secondly, you will not get that classic Bb/Db sound out of a 2/3T22 because sirens in the UK operate on a 50 Hz. mains voltage, meaning that they run slower (and lower pitched) than American sirens, which operate on 60 Hz. and sound the higher notes of D/F. The Thunderbolt sirens have a chopper speed control, so achieving the desired pitch is possible, but the overall timbre of the Thunderbolt is harsher and has more overtones than the Carters and 2/3T22 sirens.