From a Marine:
"In more recent years a sound has become common among Marines to convey a variety of thoughts or emotions. That sound is "Oorah." This originated with the Recon Marines, a specialized unit that developed this sound for motivational purposes. Over the years it has spread across the Marine Corps.
There are variations and modifications of "Oorah." It is likely you'll hear a shorter sound such as "Rah," or the less ubiquitous "Ur." Both these terms mean the same thing and are derived from "Oorah." It has numerous uses, therefore a host of meanings, so it is hard to limit it in conversational extrapolation."