I'm unaware of a ready made solution, however if you're up for the task you could combine a couple things that are out there with out too much work. If cost is a factor there are ways to do this a lot less expensively, but that require more work.
Going for least parts and least time to hook up, at a somewhat higher cost Here's what I'd use.
From the big auction site: TF Card U Disk MP3 Format Decoder Board Audio Decoding Module W/ Amplifier. $1.33, free shipping from China
From the auction site: a 3 watt speaker. These range from $1.50 -$5.00 with the more expensive ones likely to produce better sound.
JW&A (gunrunnerjohn) Train Presence Sensor from Hennings trains. Apx $20.
5 volt power source. There are a lot of options here. A simple phone charger is probably the easiest for $5-$10. The Train Presence Sensor could also be modified to be the power supply for a couple dollars in parts.
A USB or Micro SD (tf) flash card: used to store the audio file(s) You can use a really small flash drive here that you can get for a dollar or two.
The presence sensor is set up to activate when the train enters the last section of track, turning on its relay. The relay contacts, in turn, switch power on and off to the MP3 player, which will always start at the begining of the first audio track when powered on.
I can draw up the wiring set up if that would be helpful, or give a much better description of the setup.
On the super east to do end, you could use just the train presence sensor and a 12VDC buzzer, using the sensor's on-board power to run the buzzer.
JGL