Unlike what you might have heard in sci-fi movies, sound does not travel through a vacuum. How can space have sound? Sound travels in waves just like light or heat does, but unlike in those mediums, sound travels in space by making molecules vibrate. For sound to travel there has to be something with molecules for it to travel through. In space, the ‘sounds’ that are recorded are the electromagnetic vibrations that naturally occur in the vacuum of space.
Various space probes have recorded the interactions between the Solar Wind in our Solar System and our own planet, as well as Uranus, Jupiter, Saturn, and Neptune. Recordings have also been made of IO and Miranda, and rings of planets Saturn and Jupiter. The recordings of these interactions come from several different sound environments.
The ‘sounds’ of Earth come from the interaction of the Solar Wind with the planet’s magnetosphere, which releases charged ionic particles within the 20-20,000Hz range. Space sounds also come from the magnetosphere itself, and from trapped radio waves bouncing between Earth and the inner surface of its atmosphere.
Space sounds also come from electromagnetic field noise within space itself and from charged particle interactions from the planets, their satellites and the solar wind. The sounds also come from charged particle emissions from the rings around planets. You can listen to some of these sounds here.
The deepest note in space ever detected is a B♭, detected in sound waves from a supermassive black hole in NGC 1275, in the Perseus cluster of galaxies 250 million light years from Earth. No human can hear the note, as its time period between oscillations is 9.6 million years, and it is 57 octaves below the keys in the middle of a piano. The "note" is the deepest ever detected from any object in our Universe.
NASA’s Voyager 1 recently passed the heliosphere and into the interstellar medium. NASA knew the spacecraft had reached this point because of the vibrations of interstellar plasma detected by Voyager's antennae. The sounds were recorded using an onboard plasma wave instrument, which detected the vibrations of dense interstellar plasma, or ionised gas, from October to November 2012 and April to May 2013. The waves detected by the instrument antennae were simply amplified and played through a speaker. These frequencies are within the range heard by human ears. Listen to the sounds here.
The Voyager I & II Spacecraft have sent back recordings from Jupiter, Saturn, Uranus and Neptune. You can listen to some more space sounds here.
Voyager has also recorded the sound of interstellar space itself. Listen to this: