How to emit /play short announcement

Is there a way how Arduino can play short , recorded, announcement? Has anyone made such project?

What Arduino? There is not much you can do without external components like a SD card and D/A, with these I made this:-

Thanks for the reply. And is there any shield that makes possible to play sound?

Yes the wave shield from Adafruit

The Audio Hacker shield can also be used for this purpose.

Can try some of the inexpensive MP3 modules here also. Send simple serial message to kick off a recorded file.

Try SimpleSdAudio library. It uses PWM to play suitably encoded files from an SD card. Cheap and effective for simple requirements.