Are you looking to export a movie including sound? Or are you looking to play an animation and sync a sound to it in Mathematica?
I am not aware of a video format that Mathematica can export sound with and don't see it in the documentation.
I'm sure you could sync an animation and sound expression together programmatically. That said, Mathematica isn't a replacement for a movie editor where this would be easier. Here's a simple but not very good example.
Button["Test",
EmitSound[Play[Sin[1000 t^2], {t, 0, 1}]];
CellPrint@ Animate[Plot[Sin[x + a], {x, 0, 10}], {a, 0, 5}, AnimationRunning -> True]
]
The example above essentially relies on the fact that EmitSound and CellPrint will run effectively simultaneously for the most part, which isn't necessarily the case.
