This sound is from Command And Conquer: Red Alert Soundboard

Command & Conquer Red Alert is a real-time strategy video game in the Command & Conquer franchise. The game was released on June 5, 2020, through the services Origin and Steam. The PlayStation version was also re-released as a download on the PlayStation Network for PlayStation Portable and PlayStation 3.
See also: Command & Conquer: Red Alert 2, Command & Conquer: Red Alert 3, Command & Conquer: Yuri's Revenge, Command & Conquer: Red Alert 3 – Uprising, Command & Conquer: Red Alert (2009 video game), and Command & Conquer.