All Windows Startup and Shutdown Sounds with Bootscreens (READ DESCRIPTION) 

1.0-3.0 didn't have any sounds.
Yes, Chicago does use the tada.wav sound for the shutdown.
Memphis used 95 sounds up to build 1593.
NT 5.0 builds used the NT 4.0 startup and shutdown sounds until build 1671.
NT 5.0 shutdown sounds that a lot of people use are incorrect. NT 5.0 used the NT 4.0 shutdown sound until build 1946. That "shutdown sound" is actually the startup sound from build 1946-1969.
Windows Millennium used 98 sounds up until build 2476.
No builds of Windows Odyssey were ever made.
The widespread Whistler, Server 2003 UK, and Longhorn sounds you hear in videos are fake. The fake Whistler startup is made out of the 2000 build 1983-2000.3 startup sound, 98 shutdown sound, and a Microsoft Entertainment Pack level up sound. The fake Server 2003 UK sound is from an ad. The fake Longhorn sounds are actually believed to come from a theme for XP called Royale Remixed.
Windows 7 Beta bootscreen that some videos use is obviously fake.
Windows 8 -10 use the Windows 7 startup sound with no shutdown. The sounds you hear in videos are either fake or not used,
Timestamps:
0:00 - Intro
0:04 - Windows 3.0 MME
0:09 - Windows 3.1-NT 3.51
0:19 - Windows 95
1:26 - Windows NT 4.0
1:47 - Windows 98
3:12 - Windows 2000
5:32 - Neptune
5:40 - Windows ME
6:36 - Windows XP
7:58 - Server 2003
9:29 - Windows Vista
11:04 - Server 2008
12:03 - Windows 7
12:48 - Windows 8
13:54 - Server 2012
14:25 - Windows 8.1
14:43 - Windows 10