I read this thread a few hours ago, and since I have a habit of fixating on disasters, fire alarms follow me everywhere, and I'm planning on going to London sometime later this year, I'm now scared ****less.
The transport fire alarms I can remember are alarms during an entire hour-and-a-half layover at IAH and a half-hour alarm at Government Center whose volume was comparable to the screech of the Green Line trains heading toward Park Street. Yuck.
I won't be sleeping tonight.
Also, since my Googling led me to a link showing that circuses and theaters play "Stars and Stripes Forever" to signal a life-threatening emergency, maybe they shouldn't play this at Boston Pops shows as often?! This past year we got evacuated on the Fourth due to a thunderstorm and yes, they did play it.