There is a set with sound that MTH makes for about $70/pair MSRP (30-11014.) You'd have to come up with an actuator for them (infrared or optical to trigger them would work.)
MTH also has an older style grade crossing signal (30-11010.) This is my personal favorite as I remember seeing a lot of these when I was growing up. These are without sound and are $50 each MSRP.
In a three-rail context, all that's necessary is to connect the ground (done with an insulated rail) but using current or optical sensing and a relay, the same result can be obtained.
MTH makes a modern crossing signal/gate (30-11012) AT $70 each, plus a modern cantilever crossing signal wihout gates (30-11006) at $60 each.
From an appearance standpoint, these are very well done as they're all scale-sized. The signal with the gate could be improved a little (the gate is a bit thick looking) but they all work well.
Now if someone would only make an upper-quadrant wig-wag.
Hope this helps.