This sound is from Freddy Krueger Soundboard

Freddy Krueger is a fictional character in the A Nightmare on Elm Street film series. He was created by Wes Craven and made his debut in the 1984 film series. The character quickly became a pop culture icon going on to appear in toy lines, comic books, books, sneakers, costumes, and video games.
See also: Freddy vs. Jason, A Nightmare on Elm Street (franchise), List of A Nightmare on Elm Street characters, A Nightmare on Elm Street, Freddy's Dead: The Final Nightmare, A Nightmare on Elm Street (2010 film).