Here is a small compressed-air siren from the Walter Kidde Co. which I found on Ebay last year. I believe that it was used on sprinkler systems (i.e. water siren). It is solid brass with excellent bearings but requires much more air than my compressor can give. It might work nicely on steam. Has anyone played with one of these before?
http://www.youtube.com/watch?v=K_PZhi1NXr4