This circuit uses a UM3561 IC to produce four different sound effects.
UM3561 IC Sound Effect Generator Circuit
Nothing too complicated here. The IC produces all the sound effects, the output at Pin 3 being amplified by the transistor. A 64 ohm loudspeaker can be substituted in place of the 56 ohm resistor and 8 ohm loudspeaker. The 2 pole 4 way switch controls the sound effects. Position 1 (as drawn) being a Police siren, position 2 is a fire engine sound, 3 is an ambulance and position 4 is a machine gun effect. The IC is manufactured by UMC and was available from Maplin electronics code UJ45Y. At the time of writing this has now been discontinued, but they have have limited stocks available.
The IC sound generator UM3561 is now available in a kt from Maplin Electronics. Click here for the link. Special thanks to Shaibul Alom for pointing this out to me.