Observers of tests of the SpaceX Raptor rocket engine have noticed it makes an odd “honk” sound when it shuts down at the end of a test. Since this has been the case for both the Raptor 1 and Raptor 2 engine and nothing has been done to eliminate it, this is almost certainly a harmless side-effect of how the engine turns off, perhaps some kind of combustion instability as chamber pressure falls below the minimum stable pressure on its way to zero. To my knowledge, SpaceX has never explained the honk.
This isn’t the only rocket engine with a signature sound. The LR87 engine used in the Titan II ballistic missile and Gemini launch vehicle made a raucous screech when starting, before the engine came up to full power. This engine used a solid fuel start cartridge to spin up the turbopumps that fed its hypergolic propellants to the gas generator and combustion chamber, with the screech coming from the pumps as they came up to speed. You can hear it right before liftoff in this video of the launch of Gemini 6A in 1965.