Alitis is correct. Often, at least in smaller communities relying on volunteer help, these sirens are used to alert volunteers that they need to report to the fire & rescue station. Many if not most of these sirens date from the early days of the Cold War (remember "Stop, duck, and cover"?). All television and radio stations are also equipped (a Federal Communications Commission requirement) to broadcast emergency information via the Emergency Alert System. Nowadays, the EAS is used to warn residents of approaching tornados, hurricanes, or other dangerous weather conditions.
The aeroplane has unveiled for us the true face of the earth. -Antoine de Saint-Exupery