I was doing Bingo last night, when suddenly a sound-clip from a game popped into my head, as they do. I think I played it in the early 2000s on a Windows PC. I remember it was a fantasy-ish game where the main character went from our world to a more magical one, and she had a wind-up toy, a monkey with cymbals, that had a voice clip when played. The toy spoke in a deep gritty voice, and the phrase was something like "Hey! Hey you! Put your hands in the air. Spread your legs. And do the monkey! Dance!" with the cymbals starting up during the dance part. I remember he factored into a puzzle where you posed him with a light such that he created a threatening silhouette to scare someone off. I don't remember if that puzzle was in the mundane world or the fantasy one.
The Longest Journey (1999)
The game takes place in the parallel universes of magic-dominated Arcadia and industrial Stark. The protagonist, April Ryan, is an 18-year-old art student living in Stark, identified as a 'Shifter' capable of movement between these worlds, and tasked with restoring their essential Balance.
This clip below appears to be the part of the game you remember:
Found by Googling
cymbal banging monkey toy in video games which gave me the TVTropes page Cymbal-Banging Monkey which had it as the second entry in the Video Games section. I then just Googled
The Longest Journey monkey to find the clip.