That characteristic sound you hear associated with falling bombs in movies and such was originally a noisemaker on World War II German dive bombers and bombs intended to intimidate soldiers on the receiving end.

https://www.slashgear.com/1370552/stuka-siren-ju-87-noise-explained/

As well as saving the Stuka from early retirement, it is thought that Ernst Udet also suggested its most famous feature — the siren (some sources say that this was an intervention by Hitler himself). The sirens were fitted to the legs of the plane’s fixed undercarriage. They were driven by propellers that spun in the airflow, and could be activated and deactivated from the cockpit.

The psychological effect of the siren was best explained French general Edouard Ruby, who reportedly said that on hearing the terrifying wail, his infantrymen “cowered in the trenches, dazed by the crash of bombs and the shriek of the dive bombers.” But many Stuka pilots also didn’t like them. The sound was just as audible in the cockpit of the Stuka as it was to forces on the ground, and the bulky sirens added weight and reduced the speed of the already slow bomber. Reportedly, some squadrons fitted simple air whistles to the Stuka’s bombs instead, creating the famous “falling bomb whistle” that Hollywood still insists that all ordnance makes as it plummets to earth.

Both the Stuka’s terrifying wail and the falling bomb whistle became so famous that they have since become standard stock sound effects in movies, used whenever any airplane dives at high speed or any bomb is dropped. But, unless you’re old enough to have been on the battlefields of Europe in the very earliest days of WWII, these are sounds that you’ll only ever hear in movies now.

Stuka dive sound:

https://www.youtube.com/watch?v=UQzv-8pJSqY

Falling bomb whistle:

https://www.youtube.com/watch?v=zlsHYKkmHoI

Maybe one could do the same thing with grenades.