Say, I want to bring back an NPC from BG1 as joinable NPC for BG2.
How can one extract its complete soundset from BG1 (and possibly BG2, if the character has new sounds in that game such as Branwen) to use in a mod for BG2?

The WAVs match the NPC's name, so you extract BRANW[01-41].WAV and copy them to your BG2 override. Having a look at BRANWE.CRE in NI will tell you where each entry goes. You will need to associate the sounds with new TLK entries upon installation, of course.

Sorcerer's Place has some.

Which program do I use to extract the sounds from the game? NearInfinity?

Near Infinity, DLTCEP or whatever else you might prefer.

Additionally, here is some slightly more detailed explanation written by me:

http://www.sorcerers.net/forums/showthread.php?t=46493

http://www.sorcerers.net/forums/showthread.php?t=20383

Ah, I see.
ACM2WAV is what I was missing. Got it now.
Thank you!
I'll give it a shot.