This sound is from Red Alert 2 Soundboard

Command & Conquer Red Alert 2 is a real-time strategy video game which was released for Microsoft Windows on October 25, 2000. The game was developed by Westwood Pacific in collaboration with Westwood Studios. The Soviets and the Allies were previously featured in Command & ConquerRed Alert 2. A sequel was released in 2008. See also: Command & Conquer: Red Alert, Command & Conquer: Red Alert 3, Command & Conquer, Command & Conquer: Yuri's Revenge, Command & Conquer: Red Alert (2009 video game), Music of the Command & Conquer series.