Depends on how authentic you want the sounds to be. You can make simple sounds with a piezo connected to an Arduino.
More expensive options would be the WAV player from Adafruit: https://www.adafruit.com/products/94 or maybe the MP3 field from Sparkfun: MP3 Trigger - WIG-13720 - SparkFun Electronics
Here's a tutorial on how to convert an inexpensive MP3 player like an iPod shuffle knock-off: http://www.instructables.com/id/MP3-Interface-for-Arduino-Cheap-and-Easy/
I'm sure there are other methods too.