A creaking door in the middle of the night or the high-pitched squeal of a train taking a tight turn often awakens an instinctive sense of anxiety. But where do these sharp metallic noises come from?

On an otherwise sleepy block in Brooklyn is a brand-new 15-story building that shrieks on windy days. Residents have likened the sound to a shrill whistling, a maddening screech, and — most colorfully ...