Most alarms u can buy come with this option and are easily installed.Have a look on ebay to get a few ideas if u are interested in buying one.I had several alarm systems ober the years,Cyclops,black widow,rhino etc...All have proved satisfactory.
I have always liked Black Widow, their alarms can easily be configured to different options -tamper alert, shock sensor, anti-hijack, glass break, internal screamers etc... etc.... etc....