Magnus and Zoey didn't before until recently. We were taking our ritual weekend naps and heard the ambulance siren from a distance. Zoey woke up and started barking softly but as the siren got closer, her bark's pitch got higher and higher and then it turned into a howl. o_O Then Magnus joined in the same way. It was one of those "did that really happen?" moments. LOL
Now anytime they hear a siren close by, they'll howl. It's quite cute. Almost seems like they're talking to them.