The responsible component in the CRT is probably the flyback transformer. Supposedly replacing it with one that is more well made or applying some high-voltage

The responsible component in the CRT is probably the flyback transformer. Supposedly replacing it with one that is more well made or applying some high-voltage silicone putty to it should prevent the sound. Of course, this DIY solution does not scale well, so it wouldn't necessarily help with a room full of CRTs with bad flyback transformers. EDIT: the voltages involved are potentially lethal