It's known through out the fire industry as wig wag.
go to galls.com they carry them with easy to follow instructions. Be aware of your local vehicle codes, most all state and local laws require you to have a fire,emt,or police certification to use these items on your vehicle.
If you have a certification, the next step will be inspection, which gets turned into state, they'll issue you a sticker to be displayed in windshield. Caught without it you could face serious fines and possible loss of vehicle.

there are a few manufacturers that sell the for the police or off road use.
here is one.
http://www.google.com/product_url

it would need some type of cycling relay like a turn signal flasher with seperate wiring from the battery to the lights, not wire to the light switch
Keep in mind this is illegal and is impersonating an officer, which is a felony
so if ur caught is is almost certain jail time

Go here. This is where all the cops buy their stuff.
http://www.galls.com/