It's a very common sound used in a lot of halloween electronics, especially the cheaper stuff you can find at walgreens like ghosts and bats.

If I were to describe its sound it would be "e-e-e-e-e-e-e-e-e-o-o-o-o-o-o-o-o-o-e-e-e-e-e-e-e"

Haha, I hope that's descriptive enough, anyone have it?