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All I remember is there is a "siren" like effect luring people out of a lunar base to the surface where they die. There is a man looking into this on the base, he barely manages to escape the pull of the call and loses a friend/colleague to it. At the end, he is back on Earth and talks about how he still feels the unavoidable pull of this siren call even though he is now back on Earth. I am pretty sure this story was in an anthology, but I don't remember if it was of one author or just a science fiction anthology in general.

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Virtually the same question was posted in the BookSleuth Forum at AbeBooks.com, except that the somewhat misleading "lunar" was replaced by "on a moon":

I remember it took place on a moon. There was something siren like luring people out of the station and onto the surface. I remember the ending - the narrator was back on earth but at night would still feel the pull of the "siren" call he barely escaped.

Shane V2

Andy Phillips identified it on AbeBooks.com as "The Little Drummer Boy of Phobos" by Glenn Chandler, and the asker accepted this identification, although the story does not match the description perfectly. The "lunar base" is a one-man radio station on the Martian moon Phobos:

Harry Bludgeon was the regular radio beacon operator on Phobos. He was a likeable fellow with a slack jaw and a droll sense of humour, and a temperament fitting him to the loneliest job on Mars. For a month at a stretch he'd be alone up there, manning a desolate little outpost on the Martian satellite.

All I remember is there is a "siren" like effect luring people out of a lunar base to the surface

The narrator, a psychiatrist on Mars, is having a session with Harry Bludgeon:

'It always starts with the roll of a drum,' he began. 'The first time I heard it, I thought it was coming over the radio. Like a tattoo being beaten out, rhythmic, like sticks on a skin. Then I realized it wasn't coming from the radio, but from outside the station altogether. From the surface of Phobos.'

'Hang on,' I interrupted. 'There's no atmosphere on Phobos. Sound can't travel.'

'I know that. But I swear, the drum roll came from outside the hut. I looked out of the window, beyond the dome, and I saw this—this boy—walking across the bare rock. He was dressed rather like a soldier about the time of the battle of Waterloo. I know that because I had to study historical costumes for the space opera I'm writing. Anyway, he had this tunic on, and a sash crossing his chest, and a hat shaped like a pork pie, and—and a drum.'

[. . .]

'He wanted to summon me.'

'And did you go to him?'

'Not the first time. Not the second either, nor the third. But the fourth time he appeared he stayed so long I thought he was never going to go away. He just stood there for hours, beating that infernal drum. Rat-a-tat, rat-a-tat-tat, rat-a-tat, rat-a-tat-tat. That's how it went. Never changing. I decided I couldn't stand any more of it and put on my outside gear. I had it in my head he would go away if I tried to touch him.'

where they die. There is a man looking into this on the base, he barely manages to escape the pull of the call and loses a friend/colleague to it.

Well, no. Nobody dies except [SPOILER] the "little drummer boy" who is actually [SPOILER] an alien, perhaps a millions-of-years-old refugee from the Fifth Planet whose breakup resulted in the asteroids. After treating two patients with the same "hallucination" (and hearing tales of other sightings), our psychiatrist goes out to Phobos to see for himself, finds the "drummer boy", and unintentionally kills it, although he doesn't know it yet:

'Come back,' I yelled.

There was a cleft in the rock some distance away. He disappeared through it and I was about to follow him when I noticed that my oxygen supply was short. With the drumsticks in my hand, I returned to the radio hut. The great russet crescent of Mars was rising in the sky, pinched at the cusps by winter ice caps and pitted with channels.

'What happened?' asked Harry, once I was safely inside.

'Don't ask. I couldn't tell you.' I clambered out of the suit. 'Here are the drumsticks. What do you make of them, Harry?"

He took them from me. Together we gazed at them, tangible evidence that what we had seen was real. And shortly afterwards, after a search of the Phobian rock which revealed nothing—no drummer boy at all—I returned to Mars.

At the end, he is back on Earth and talks about how he still feels the unavoidable pull of this siren call even though he is now back on Earth.

He goes back to Earth, laughed out of his job on Mars when he tells his story and the alien "drumsticks" are lost. Years later:

Twelve years elapsed before I discovered the uncomfortable and rather tragic truth. It hit all the terrestrial papers like a storm. During mining operations on Phobos, a cavern was discovered, believed to have been hollowed out of the rock over a million years earlier. At the end of this artifact lay the body of a boy, aged about sixteen, judging by his external appearance. He wasn't a terrestrial. Far from it. Despite his human shape he had a respiratory system the likes of which had astrobiologists in a frenzy.

What our narrator feels on earth is not a "siren call" so much as guilt:

I'm not altogether sure what I can do now. Penitence doesn't seem nearly enough. Every night I go to bed, I try to say sorry to that thing up on Phobos, but every night, about three o'clock, I wake up with a persistent, almost vengeful, drumming in my ears.

Rat-a-tat, rat-a-tat-tat.

The poor alien only wanted to make friends.

I am pretty sure this story was in an anthology

As far as the ISFDB knows, this story has appeared only in the 1980 anthology Space 6 edited by Richard Davis

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