You've probably heard this scream dozens of times and don't know it. It's an absolutely absurd scream -- starting off mid-pitched and gritty, then gliding way up into a girly whine. Sounds like he's in considerable pain. You won't notice it unless you're listening for it-- but once you start listening, you'll think it sounds absurd and out of place.
As far as anyone knows, its origins are in a 1951 film called Distant Drums -- it happens when a man is eaten by a crocodile. But since then, it's appeared in plenty of movies -- particularly, those made by George Lucas. For example, Star Wars, it appears in the scene where Luke and Leia are blasting Storm Troopers across a pit in the Death Star; one of them is hit, falls into the pit, and you hear it.
It also appears in Toy Story; Raiders of the Lost Ark; Howard the Duck; The Wild Bunch; Spaceballs; and even A Star is Born. It's a ridiculous sound effect, and it's apparently become a bit of a game among sound editors to add it into any project they can. Often, they say, when directors notice it, they'll demand that it be pulled.
So go watch Star Wars and look for it. Then watch the other movies it's in. It's great. There's also a QuickTime clip floating around the net that showcases all it's uses called "Son of Wilhelm". Check it out. The Wilhelm is really a part of movie history, goofy as it is.