This sound is from Game Over Soundboard

"Game over" is a message in video games which signals to the player that the game and an attempt of playing the level has ended. It is usually received negatively in a situation where continued play is disallowed, such as losing all of one's lives or failing a critical objective.
See also: Game Over, Man!, Game Over (2019 film), Atari: Game Over, Spy Kids 3-D: Game Over, Game Over (TV series), and Game Over, Charles.