For the most part these are Arduino animation projects that control LEDs and vehicles.
If you wish to install speakers for any modeling project where sound is appropriate, search for 8ohm 1W mini horn speaker on places such as eBay. Also look for cellphone/tablet type speakers.
Use a sim card reader to play an MP3 of a siren that you have recorded. Play in coordination with flashing lights, fire and other animation.
You can run LEDs and a DFPlayer from a Nano.
Geoff Bunza’s blog You can find many ideas on his blog.
Building On Fire – An amazing animation.
Brush Fire – Generally about the use of moving vehicles.