Programmable sound bricks
It can be programmed, but it requires specialized equipment

Here is one connected to a circuitboard 


The external board is wired straight to the internal board. It plays the "doorbell then dog bark" sound from the brick in set 5771 - Hillside House.

Searching the number on the chip (39VF020) reveals it's a simple flash memory chip.

The board (AMA9AA) brings up pages from a Chinese company, Alpha Microelectronics, thatseems to specialize in voice/sound synthesizing hardware. There are references to software called EZSpeech and FlashWriter. There are download links for the software on their website, but they are password protected.

(by mpfirnhaber on Eurobricks)

This not LEGO related hobby store can make them with custom sounds 
TopdragonHK