Although the ones near my house can imitate a red-tailed hawk call pretty well when they want to scare the other birds from the feeder so it can have it to itself, but that's the only thing I've heard them do besides their ordinary calls.
We were having issues with our security system at my work one week, which resulted in the alarm going off a lot. For the next several days we had magpies that were mimicking the alarm's tone and rhythm almost perfectly.