This has been an exceptional fall in the Delaware Valley region for hummingbirds from the west, with Delaware recording its first state Anna's and Calliope, and Pennsylvania its third and fourth Allen's. Females and immatures are difficult to identify by plumage, but fortunately these hummers are usually quite vocal, which can greatly aid identification. Males generally have slightly higher calls than females.
All except Black-chinned have very different vocalizations from Ruby-throated Hummingbirds.
The Ruby-throated Hummingbird call is a "tchew" (Sep, PA)
The Rufous Hummingbird chip is a squeaky "chup", recalling the call of a Dark-eyed Junco, and as with other hummingbirds, often given in a staccato series. Allen's is identical.
Anna's Hummingbird is similar to Rufous but a higher and harder "chip" (Dec, DE).
Calliope Hummingbirds are less vocal than the other species. The calls on xeno-canto are similar to Rufous or Anna's but higher and softer.
The Broad-tailed Hummingbird call sounds to me like a high-pitched finch. The adult male wing noise is heard year round except during molt of the outer primaries in winter (June, CO).