This sound is from Adventures Of Buckaroo Bonzai Soundboard.

The Adventures of Buckaroo Banzai Across the 8th Dimension is a 1984 American science fiction film. It was produced and directed by W. D. Richter and written by Earl Mac Rauch. It stars Peter Weller, Ellen Barkin, John Lithgow, Jeff Goldblum, and Christopher Lloyd. The film centers upon the efforts of the polymath Dr. Buckaroo Banzai to save the world by defeating a band of inter-dimensional aliens. The film is a cross between the action-adventure and science fiction film genres.
Box office figures were low and less than half of the film's production costs were recovered. Some critics were put off by the complicated plot. Pauline Kael enjoyed the film and Vincent Canby called it "pure, nutty fun" Buckaroo Banzai has been adapted for books, comics, and a video game.
Banzai enters Yoyodyne headquarters alone; the Cavaliers follow, reinforced by several groups of the Blue Blaze Irregulars. Banzai saves Penny and fights off the Red Lectroids, though she is wounded and unconscious. While the Cavaliers tend to her, Banzai and Parker sneak into a pod on the spacecraft. They manage to activate it and use its weapon systems to destroy Whorfin and the other Red lectroids. With the situation resolved and war averted, Banza finds Penny has died from her injuries, but Emdall revives her.