I found this interesting...

In movie production using/reusing sound effects is a common practice.

This clip is titled "The Wilhelm Scream Compilation" on Youtube and it shows the use a scream sound effect used in various movies over the years.

http://www.youtube.com/watch?v=cdbYsoEasio

Update:

I watched the Lord of the Rings (all 3 extended versions) over the Christmas holidays and actually noticed the Scream! I didn't see it in my original post so i searched again and found another complilation clip that also includes the scenes I saw in in the lord of the rings.

http://www.youtube.com/watch?v=4YDpuA90KEY 

(Because my link is pointed to a video hosted by someone else it's possible the link could get broken but if you search the hosted site for that title you'll proably find the updated link.)