Is it possible for a device with a laser to emit a sound when the laser hits a strip of some kind?

The laser can't, but you can mount the laser on a telescope with a light sensor and a filter of the right color. If the sensor detects a high enough reflection, it can trigger an audible alarm. That is basically how some alarm systems work; the light beam is aimed at a reflector, and the alarm goes off if someone steps between the light source and the reflector.