This sound is from Elmo Soundboard

Elmo is a red Muppet monster character on the long-running PBS/HBO children's television show Sesame Street. He was most often puppeteered by Kevin Clash, but since his resignation in late 2012, he has been puppetered by Ryan Dillon.
See also: ELMo, Elmo (disambiguation), St. Elmo's fire, Saint Elmo, Tickle Me Elmo, Elmo's World.