We’ve previously shown (here and here) this air raid alarm that could be attached to a radio, the Model AR-101 Air Raid Alarm from National Union Radio Corp., 57 State Street, Newark, NJ. The simple device would activate a siren-like sound if the station to which it was tuned left the air, which would presumably be because an air raid was in progress.
Here, in this illustration from the November 1942 issue of Popular Mechanics, we see it in action. While Junior looks on, Mom gathers the flashlight and shovel that Dad will use in his duties as air raid warden.