Is there a Death Announcer?

Is there a way when the player dies the sound say the player's name?

No, there's not. You'd need to upload sounds, but it would only work on custom players because you can't randomize sounds.

But you can use functions and hints to create an announcement when someone dies.

player = script.Parent.Parent

player.Character.Humanoid.Died:connect(function() -- Created a function that is fired when the player dies.
h = Instance.new("Hint", game.Workspace) -- Inserting the "announcement" 
h.Text = player.Name .. " has died! :(" -- Adding a voice to the announcement. 
end)