I specifically looked to see if I could find these, since I never knew Ciudad de Mexico has outdoor sirens, but I only found relatively small megaphone-looking ones like these:
https://www.google.com/maps/@19.3493806 ... 384!8i8192
https://www.google.com/maps/@19.3793925 ... 384!8i8192
https://www.google.com/maps/@19.4211732 ... 384!8i8192
https://www.google.com/maps/@19.4518674 ... 384!8i8192
https://www.google.com/maps/@19.4486423 ... 384!8i8192
If you do some hunting and dig up a Modulator or two in the city, please let me know and link the streetview.