One of those tornado warning things sounds just like a police siren that you will find in a real police unit, a video game, or an electronic police car.
We had a tornado emergency since 2012.03.02. I was in Clark County in Indiana. We were WORSE. (note that I am in the southern section of Clark County, the northern section got hit REALLY HARD.)
I don't know what I would do, if the Houston, Texas metro area had a tornado emergency of this magnitude. Cuz we had tornadoes b4; in 92 ef 2 (katy near my area/west houston), ef 4 (channelview/east houston) & 98 Sugarland (also near my area) got hit by an ef 2 which knocked a wall down @ 1st colony mall. Close call, if you ask me. We get tornado watches & warnings but never an emergency. Let's hope it don't come 2 that. We don't have sirens like OKC, Dallas/Ft. Worth does. We need sirens 2, better safe than sorry.
The weather radio you hear that sounds similar to a police siren is the RadioShack 12-519. The 12-519 can be found in your local RadioShack store depending whether or not it is in stock.