This sound is from Thief: The Dark Project Soundboard

Thief was the first PC stealth game to use light and sound as game mechanics. It was followed by an expanded edition entitled Thief Gold (1999) The Dark Project is a 1998 first-person stealth video game developed by Looking Glass Studios and published by Eidos Interactive.
See also: Thief (series), Garrett (Thief), Ken Levine (game developer), Thief II, Dark Engine, and Stealth game.