There are multiple records of a siren system being in place in Hudson County, NJ (Across the river from NYC). There is a single audio recording I have found: https://www.youtube.com/watch?v=tylL0RNCE6Y
I thought they were Modulators sounding in wail, but realized they were likely ATIs when I heard the wind-up after each wind-down.
Does anyone have pictures or videos of these sirens (and before you asked, yes I used the search feature).
Listen to this similar recording of the long-gone MHPSS sirens at the WTC: https://www.youtube.com/watch?v=_9nY4CqZrt8