Not really any siren videos to speak of in this article/video. But I found it very interesting as I'll be moving to Lubbock in August or September. The councilman sounds like he's willing to get more sirens if that's what the citizens want.
http://kcbd.com/Global/story.asp?S=6341734
Lubbock does have Thunderbolts, but I am unaware whether or not they are working currently. There is also an STH-10 on the Texas Tech campus which is probably still in service. Surrounding suburbs also have working sirens of their own.