The Wilhelm Scream
Although this is an old item, I'm still amazed that most people don't know about the Wilhelm Scream. The Wilhelm scream is a sound clip that has been used in many many Hollywood movies over the years, and is now inserted into movies as an inside joke by the directors. Each Star Wars movie, for example, has a Wilhelm scream, and so does each of the Lord of the Rings movies. You can find the official Wilhelm website here. The Wilhelm scream can best be described as a high pitched scream of surprise and pain. Imagine someone getting shot in the nuts, that's the Wilhelm scream you're going to hear.
As is usually the case with the making of a movie, the scream for that character was recorded later. Six short pained screams were recorded in a single take, which was slated "man getting bit by an alligator, and he screams." The fifth scream was used for the soldier - but the 4th, 5th, and 6th screams recorded in the session were also used earlier in the film when three Indians are shot, one after another, during a raid on a fort.
The video for this post is a little slow to download, but give it time, it's worth watching.
Link (via Fazed)