I wonder what one would call an alarm that is set off when the impact of a (nuclear) missile is imminent.
Air-raid doesn't really fit, for the bombardement is not carried out by planes but rather by a (single) missile.
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I googled with the search terms warning systems and I could find the following names:
Civil defense Siren
Ballistic Missile Early Warning System
Chrysler Air-raid Siren
Emergency Alert systems
P.S. : These systems do not necessarily sound when missile is launched from a plane. It can very well be from an over-ground unit(lack of a better word here).
Interesting piece of information: I hear that there are now smartphone apps available in Israel which warn people of any incoming missiles, ahead of time just like when we are about to receive a call (check the link given below). I can only imagine the dreading moment if the user put his/her cellphone on silent mode there :-)
It is a Four-minute warning
The four-minute warning was a public alert system conceived by the British Government during the Cold War and operated between 1953 and 1992. The name derived from the approximate length of time from the point at which a Soviet nuclear missile attack against the United Kingdom could be confirmed and the impact of those missiles on their targets.