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Over here in the UK there's really no need for one, so no. I'd imagine there would be sirens in other US cities as well though.
 
Weird things around my neck of the woods I've noticed living in the Hudson Valley on the east coast for the past 3 years:

In the Pacific Northwest the cop cars flash red and blue fire trucks flash red, here most flash red fire trucks flash blue.

the fire department sirens out there sound like the trucks
and there is a volcano warning siren that wails out there which sound like the fire station horns here that took me a couple months to remember that it wasn't Mt Raineer blowing up.
 
It sounds like an ambulance had sex with a police car and mated with an air raid.
 
I think MR needs to install warning sirens for new waloshin threads. :D
 
I still have one of those sophisticated automatic-launch car-alarm-seeking missiles in the garage, left over from when I lived in the city. If it was activated and that thing were to go off, I am certain it would fire off in that direction.
 
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