For prebuilt near turnkey modules, other listed some good items. I have too used many of them including the ones from @gunrunnerjohn .
That said, if you are DIY and have to do a bunch of them, cost matters and savings can add up. Example, I'm taking a lot of the animated but silent accessories that do not have sound and adding sound to our club's public layout. I'm using $6.50 MP3 modules from a popular website- heck, jus now found 5 for $11 "AITRIP 5PCS TF Card U Disk Play MP3 Decoder Player Module with Audio Amplifier Audio Decoding Player Module Micro USB 5V Power Supply" . Built in amp, common 5V supply, use any 8Ohm speaker, use a microSD card or even USB stick. BONUS: this module begins playing the instant power is applied. You'd be had pressed to find something easier.
And you are asking yourself- where can I get MP3s of the sounds I want? Simple, go on Youtube and find a given video of the subject, use one of the many youtube downloader online websites, they convert to MP3. If you need to get fancy and edit, I use the downloader site to grab the video- edit in free windows movie maker (simple cuts and edits) export audio (sorry, free doesn't do MP3) and then go back to the web and find an audio to MP3 online tool and convert WMA audio to MP3.
Heck sites like ITT literally have posted the very sounds (MP3 )they encode in their modules.
Again, I'm all for paying a dealer for a turnkey module and for a lot of folks that makes sense. But when I have the skills, and we have a budget, and I have to do 20 modules, not to mention we already have a 5V power supply for Menards buildings, this makes it cheap and easy.