Hi 1shade,
The sensor for a physical disturbance is fairly easy,
a bit like a car alarm.
you would need a little battery, and a little speaker
probably in the base, along with a chip to store the
short audio in digital form.
If its just one short audio clip, then i think you
could find a ready-made chip to accept a digital stream.
You could probably put the clip you want onto your PC
as a 'sound recorder' file - choose the mono, and
minimum quality, then see about transferring it to
a chip.
I have never done this,
but i feel sure it can be done.
See this article about converting a bit stream into
audio by Roman Black.
https://www.romanblack.com/picsound.htm
He has done some excellent work on this.
He has also put forward what he calls 'bit and a half'
which is a novel idea of re-using the same bitstream
one bit delayed, and added into the out signal in the
same way as the original, he says this gives a better
overall effect.
He explains it better, and with pictures.
Certainly worth a look.
Regards, John