Siren
I was absolutely sure there were tons of songs with sirens at the beginning so I thought that was ripe for a playlist - while that may be true, tracking them down turned out to be tricky but I managed to rustle up enough (with help!) for a "my top 6" post.

First up obviously (well it was obvious to me)...

The Sweet - Blockbuster

The Clash - White Riot (thanks to Harvey for pointing me at this one)

Frankie Goes to Hollywood - Two Tribes (thanks to Jim for this one)

The Ruts - Babylon's Burning

Girlschool - Demolition Boys

13th Floor Elevators - Fire Engine

Extras start here - please feel free to suggest any I've missed
The Ramones - Psycho Therapy (thanks John in the comments)

Black Sabbath - War Pigs (not quite at the beginning but close enough and too great to miss out - thanks Adam)

R. Dean Taylor - Indiana Wants Me (Thanks Andrew in the comments)

Sloan - Money City Maniacs (Thanks Tim in the comments)

The Tubes = Crime Medley (Thanks Mike in the comments)