G Man always correct - Engine 30's old firehouse at 278 Spring Street. Home of Rescue 1 from 1920-1947. Currently FDNY Museum.
Rescue 1 was organized at Engine 33 in 1915. They were then relocated to Engine 30. Rescue 1 then moved to Engine 65 in 1960 and disbanded Engine 2's firehouse on West 43rd Street in 1973.
They were used during the Korean War as well. I remember the distinct, coarse sound that was nothing like a whistle. I also found a reference to them during WWI.