This sound is from Duke Nukem 3D Sounds

Duke Nukem 3D features the adventures of the titular Duke NukeM, voiced by Jon St. John, who fights against an alien invasion on Earth. The shareware version of the game was originally released on January 29, 1996, while the full version was released on April 19, 1996.
See also: Duke Nukem, Duke Nukem Forever, Duke Nukem (character), Duke Nukem II, Duke Nukem 3D: Reloaded, List of 3D Realms games.