The siren is a very tricky but very inhuman sounding effect that, when used well, can sound absolutely incredible. It takes a fair bit of practice to be able to do it and lots of experimenting to find the right position for your mouth, but keep at it and you'll have it in no time.

To make the sound

1 - Learn how to hum through both your nose and your mouth at the same time
2 - Stick your lips out as if you were going to kiss someone, and position your teeth on your lower lips
3 - Combine steps 1 and 2

This can be done inwards, and sounds much better that way. You can also use the vocal tap to make it sound even more synthetic.

Peace, love, and it's the sound of the police

-FT