A caterwaul is a yowl, shriek, or loud cry. If you've ever heard two cats fighting, you know what a caterwaul sounds like.
While a caterwaul can be made by a person, it's more likely the wailing sound that a distressed or fighting animal makes. To make this sound is to caterwaul — it's both a noun and verb. Cats are, in fact, the animal best known to caterwaul, and the word is believed to come from the German katerwaulen, "cry like a cat," or possibly the Middle Dutch cater, "tomcat," and Middle English waul, "yowl."