At the French site Anecdote du Jour you can listen to the world's first audio recordings, made in 1859 and 1860 by Édouard-Léon Scott de Martinville. The recordings, one of a tuning fork being struck and two of de Martinville singing, are scratchy and thoroughly eerie. All the more so because de Martinville himself never heard them. In fact, nobody heard them until 2008.
The reason we credit Edison with the invention of recorded audio and not de Martinville is that de Martinville failed to invent a way to play back his recordings.
De Martinville's phonautograph turned sound waves into 2-dimensional squiggles on soot-blackened paper or glass. It was meant to be a lab instrument, to help study acoustics, not a method of recording and playing back sound. Apparently, several decades passed before anybody even realized the sounds could, theoretically, be played back.
Via Greg Gbur
Image: One of de Martinville's phonautograms. A recording of a tuning fork made in 1859.