This sound is from Big Smoke Sounds: Grand Theft Auto - San Andreas

Grand Theft Auto San Andreas is a 2004 action-adventure game developed by Rockstar North. It was the best-selling video game of 2004, with over 27.5 million copies sold worldwide as of 2011. The game is based on the U.S. state of San Andreas, which is heavily based on California and Nevada.
See also: Carl Johnson (Grand Theft Auto), Big Smoke, Clifton Powell, List of Xbox games compatible with Xbox 360, Smoke (disambiguation), List of black video game characters.