If its from a factory alarm system that is anything like the EL, its from the siren horn, which in inbuilt with the backup battery and a few other bits. Changing is probably possible, but would suck(difficult) and potentially make the system more susceptible to tampering (i.e. able to cut the leads to the new horn).
And yes, the EL's alarm arming "beeps" are fairly tragic as well . . .