Yeah, if the microcontroller's got good enough contro over the noise feeper, they can do that...
My favorite trick was still the video of a Siemens ICE train playing the German national anthem *through the train's traction inverters* Sounded weird but neat. Some of OBB's locomotives do musical scales as they accelerate. Back when the NYCTA got the R-142s, a few people noticed the Alstom versions seemed to play a few notes of music as they started up. I've heard some of NS's older MU cars sounded like bagpipes playing....