While on vacation, I was lucky enough to get not one, but TWO siren recordings (Nashville being the other one). This particular unit is #46 in Memphis (according to the Tennessee siren map) and is located off of I-40 near Macon Cove. Memphis tests their sirens on the last Wednesday of the month at 3:30 CT (weather permitting).
Also, correct me if i'm wrong, but I believe this is the first Memphis Thunderbolt TEST on YouTube.