Is it a camel? or maybe a goon?
http://es.youtube.com/watch?v=Fh9fvmatf94
you're just a little bit late in realising.
It's a fairly common 'stock' sound like the effect for the Fast Zombie yell in Half-Life 2, which is quickened to sound slightly different in-game. The moan/WTFE is used commonly enough that I've heard it in several movies (and one song). Grats on your keen senses though, OP. :P
Also, cocks (http://lh3.ggpht.com/_58-CgdfYxJo/Rjnp2JtlDvI/AAAAAAAAAP8/TXxOfvhZ4ok/Andrea-likes-Big-Cock.jpg)
Also used in Age of Empires, as surprise, the camel.