I've never used it, but for BLI locomotives they sell (or used to sell, I don't see it in stock anywhere right now, though there is one on ebay) a DCMaster that would let you control the bell, horn or whistle, and a couple of other functions while running on DC. It would also let you adjust the volume and mute it, and let you adjust CVs.
I used the DCMaster years ago, then switched over to the MRC Tech 6 Sound Controller, and with it I can run in either DC or DCC mode. This lets you control horns, whistles, lights, bells, etc. using it, and I think there are 28 functions you can control. I use the Tech 6 walkaround throttle that plugs in to the base unit and can plug in at various locations around the layout. It is supposed to be capable of running 6 locos at once, but I haven't tested that out yet.
The one DCC/sound locomotive I have is an Atlas C420. It will operate with sound on DC, though not the full range. I believe-- but I am no expert!!!-- that many currently available sound-equipped locomotives will have some sound operation on DC, with the drawback being that a lot of throttle is required to get the sound going and then the locomotive moving.
