The Caterwauling Charm causes anyone entering the perimeter of a certain area to to set off an "alarm" which makes a high-pitched shriek. Harry Potter, Hermione Granger, and Ron Weasley accidentally set off a Caterwauling Charm when they Apparated into Hogsmeade on 1 May, 1998. This alerted the Death Eaters in the village to their presence, although the trio managed to avoid being captured with the help of Aberforth Dumbledore.
Behind the scenes
It is possible this is another form of the Intruder Charm.