Network Rail do provide them on a CD for those who make a Freedom of Information request for them.
The key thing seems to be to ask for (and limit your request to) announcements from a specific
station that is managed by Network Rail.
As an example
see this request which eventualy resulted on the requester being sent a
CD of announcements from Euston.
Strathclyde Passenger Transport have provided them for the subway stations that are operated by them, as per
their response here.
TFL have provided CD's of Overground announcement
as referred to here (they also regularly send out ibus and underground announcement CD's).
--- old post above --- --- new post below ---
I missed the key thing here - making my post relevent to the original question, which was for announcements from Scottish Stations!
Basically, you should make a Freedom of Information Act request to Network Rail for the announcements from Edinburgh Waverly or Glasgow Central stations (or two seperate requests).
If it of interest to you, you could also request the announcements from Strathclyde Underground.
It may also be worth making a FoI request to Strathclyde Passenger Transit for the announcements for the train lines that they run, though as their services are run by Scotrail they may not hold them.
