Hi,
The System Preferences > Sound > Sound Effects tab can list all the System Sounds and any sounds you have in your User's Sound Folder.
As you can see those in your Users Folder (~/Library/Sounds) are listed as Custom where as the System Sounds are listed and Built-in.
I have a door opening and a door closing sound that I think came from the AIM for Mac applications that sound a bit ker-plunky. (listed as Buddy On and Buddy Off).
If the Sound is not from these sources then I will describe and example method that you can apply to other apps (most likely the ones that are open)
Go to the Applications folder in the Finder.
Highlight Messages.
Right Click and select "Show Package Contents"
Open the Contents folder that then appears in the window.
Open the Resources Folder.
At this point I have the Finder's View Menu > Show View Options showing the Kind column
I click the Kind header and the .aiff files that the app uses are moved to the top of the list.
I have also used the Finder's View Menu to Customise the Toolbar and have the Quick Look button showing
Highlight a sound and use the Quick Look button.
It opens a Slide but also plays the sound without adding and using iTunes to play them
(Alternatively you can right click and Open With and use Quicktime).
7:31 pm Friday; October 4, 2013
iMac 2.5Ghz 5i 2011 (Mountain Lion 10.8.4)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad
"Limit the Logs to the Bits above Binary Images." No, Seriously