The Emergency Alert System (EAS), was introduced on January 1, 1997 as a replacement for the Emergency Broadcast System (EBS). Before EBS, an emergency broadcasting system called CONELRAD existed. The EAS is a warning system in the United States which enables the president to broadcast an alert through all radio and television stations, in the case of a national emergency.
Due to widespread news coverage of emergencies, The EAS and its predecessors have never actually been used for a national emergency; "In practice, it is more commonly used to distribute information regarding imminent threats to public safety, such as severe weather situations (including flash floods and tornadoes), AMBER Alerts of child abductions, and other civil emergencies." [Wikipedia]
Many countries have their own emergency broadcasting system. This video includes recordings of emergency broadcasting systems from the USA, Canada, Japan, Australia, Israel, Saudi Arabia, New Zealand, Singapore and Malaysia. All of these would be pretty eerie to hear in the middle of the night. I find the one from New Zealand to be especially nerve-wracking because there is so much happening at once in it…I would probably curl up into a fetal position if I heard those noises coming out of my phone.