loud
high-pitched
anguished, mournful, plaintive
banshee
distant
We could just hear the distant wail of a siren.

give, let out
hear

with a wail
With a wail he threw himself on the bed and buried his face in the pillow.

wail of
She gave a wail of anguish.

begin to, start to
hear sb/sth
I heard a police siren wail in the distance.

for
They were wailing for their lost children.

with
She wailed with despair.

weeping and wailing
A crowd of women followed the coffin, weeping and wailing.

Wail is used with these nouns as the subject:
baby, siren