I got a train horn for Christmas, and just got around to installing it. Nothing special or difficult about the install. I think it was $175-$200 but I'm not sure.
I like it because it's close the pitch of the factory horn, is compact, and didn't require any mods to install.
Wiring is super simple. The compressor and horns have a switched 12 source, the compressor is grounded, and the horn is triggered by pulsing ground with the button. Everything is independent of the factory horn. My switched 12v supply is from the 120V AC relay location that I don't have installed. I simply insert a flat blade connector into the 12v relay pin. This way everything is removable.
No audio clip yet, but I'm on it.
Looks like I found it here:
Trigger 120 dB Train Horn - Free Shipping on Trigger Horns The Duke 3-Trumpet High Output Train Air Horn Kits
Put the tank/compressor over the passenger wheel well:
Mounted the horns behind the grill like most people do:
And the button is in one of the blanks: