The UM3561 is a CMOS 8-pin sound generator IC that can play siren sound with only a few external components. 

Important: The original UM3561 is no longer in production - this Chinese copy is pin to pin compatible, but can produce only one type of siren sound and not all three

The operating voltage of UM3561 is from 3V to 5V and consumes a maximum current of 150uA. The output current can be as high as 3mA good enough to drive an 8 ohm speaker.