Interesting study out of UC Davis shows that birds frequently send up an alarm to their fellow flyers when danger is present:
For some species, the alarm call goes out to neighboring birds, or conspecifics, to alert them of a nearby predator and possibly incite a defensive mob attack against it. Birds can also shift the acoustic direction of their alarm call toward the foe as a warning that it has been spotted, especially when facing to the front or side of it.