I had an old Elenco soldering practice kit sitting in my closet that I wanted to do something with, so I made a filament alarm from it.
The filament feeds through the hole on the side and when it runs out, the 2 leads that it was separating will connect setting off the alarm.
There is a hole in the top to reach the volume knob located on the board.
I had to do a bit of trimming to get it all to fit and needed to tape the plates together to get it to work reliably. If I revisit it, I'd make it so they all snap together.
You can see a quick demo video here: