This is my new all-time favorite YouTube video.
Most people with any interest in music understand that sound moves in waves. A vibrating object (guitar string, speaker cone) causes air to compress and decompress in a rhythmic motion. The air itself doesn't travel far, but the waves travel through the air--similar to the way waves move across the surface of water--where they hit your ear, which turns them into signals your brain understands as sound.
The length of the wave determines its pitch. The lowest notes we can hear are approximately 30-foot waves, while the highest notes are fractions of an inch long.
You might have seen these waves represented graphically on an oscilloscope (or software representing an oscilloscope), but this experiment, known as Ruben's Tube, represents the waves with fire. Motley Crue, eat your heart out. By the way, don't try this at home.
Another experiment involves grains of rice placed atop a paper connected to a speaker. It's not as insane as the Ruben's Tube experiment, but is an interesting way to see sound.