This may have been posted before but I found a really neat site at...
http://www.airraidsirens.comThe Sounds & Videos section has samples. They are interesting in that they do give this feeling of impending doom and sort of make you wanna take cover.
I cannot wait until I am in my office talking on the telephone to someone I want to get rid of soon. I'll start one of these babies up and just say about 5 seconds later, "Sorry, but I have to go...now", click.