The Collaborative International Dictionary of English v.0.48:

Exclaim \Ex*claim"\, v. t. & i. [imp. & p. p. Exclaimed; p.
   pr. & vb. n. Exclaiming.] [L. exclamare, exclamatum; ex +
   clamare to cry out; cf. OF. exclamer. See Clam.]
   To cry out from earnestness or passion; to utter with
   vehemence; to call out or declare loudly; to protest
   vehemently; to vociferate; to shout; as, to exclaim against
   oppression with wonder or astonishment; "The field is won!"
   he exclaimed.
   [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Exclaim \Ex*claim"\, n.
   Outcry; clamor. [Archaic]
   [1913 Webster]

         Cursing cries and deep exclaims.         --Shak.
   [1913 Webster]

WordNet (r) 3.0 (2006):

exclaim
    v 1: utter aloud; often with surprise, horror, or joy; "`I won!'
         he exclaimed"; "`Help!' she cried"; "`I'm here,' the mother
         shouted when she saw her child looking lost" [syn:
         exclaim, cry, cry out, outcry, call out, shout]
    2: state or announce; "`I am not a Communist,' he exclaimed";
       "The King will proclaim an amnesty" [syn: proclaim,
       exclaim, promulgate]

Moby Thesaurus II by Grady Ward, 1.0:

83 Moby Thesaurus words for "exclaim":
   allude to, bark, bawl, bellow, blare, blat, blubber, blurt,
   blurt out, bolt, boom, bray, breathe, burst out, buzz, cackle,
   call attention to, call out, chant, chirp, comment, coo, crow,
   cry out, declare, drawl, ejaculate, flute, gasp, growl, grunt,
   hiss, holler, interject, keen, let drop, let fall, lilt,
   make reference to, mention, mumble, murmur, muse, mutter, note,
   observe, opine, pant, pipe, proclaim, refer to, reflect, remark,
   roar, rumble, scream, screech, shout, shriek, sibilate, sigh, sing,
   snap, snarl, snort, sob, speak, squall, squawk, squeal, thunder,
   trumpet, twang, utter, vociferate, wail, warble, whine, whisper,
   yap, yawp, yell, yelp