Isle of Man have emergency sirens, not particularly weather related, you are just told to 'go in, stay in and tune in' to the local radio stations to see what it's about, it could cover a nuclear accident somewhere (with various nuclear facilities just across the water) or whatever it may be, but we only hear them on test once a quarter, they are triggered via the emergency services radio system. I think there are 13 of them to cover 30x12 miles (or I suppose the main habitation areas of)
Just how may millions of sirens would be needed to cover the UK I hate to think, but would like £1 for each of them