It will come as no surprise that movie makers often turn to stock sound effects when making movies. But the "Wilhelm Scream" (as it is affectionately known) was first used in 1951, and has been used in various films over 200 times since. The video compilation is a hoot. Once the "scream" is pointed out to you, you'll never be able to overlook it in a movie again. Here's an account of its history: The Wilhelm Scream
Apparently, the use of the scream in so many Speilberg movies is an inside joke. Enjoy the video, although you'll get the point pretty quickly.