user7572: I would like to play a wav file (spoken words) from my Arduino.  I do not want to add a sound shield.  Is there a way to play a sound through an output pin?  The quality does not have to be great.  

user11772: Yes, I did a project yesterday to play recorded voice.
You don't need a speaker module. 
Just connect the speaker via a resistor to one of Arduino PWM output. Then Connect a micro-sd card module. Format your micro-sd card with FAT32 Option. 
Use Sample wave converter to convert your sound files and select the options as 16,000Hz Mono 8Bit. You are all done. Use tmrpcm library. It's all easy. 

user6740: Yes, you can - see http://www.instructables.com/id/Simple-Wav-Player-Using-Arduino/
Space is quite limited, unless you use an SD card.

user368: The PCMAudio example shows how to play audio data via PWM. Note that you will need to access the MCU at a low level in order to do this; the Arduino libraries don't provide enough control over the hardware.

user7297: I helped someone with a similar question. The results are in my github repo at https://github.com/linhartr22/count. This example uses the PWM library and includes a reference to the article I used to learn how to convert audio files to MP3 with proper settings for the PWM libary. It plays audio through an 8 ohm speaker or a piezo buzzer connected directly to the Arduino.

7572: <p>I would like to play a wav file (spoken words) from my Arduino.  I do not want to add a sound shield.  Is there a way to play a sound through an output pin?  The quality does not have to be great.  </p>
 11772: <p>Yes, I did a project yesterday to play recorded voice.
You don't need a speaker module. </p>

<p>Just connect the speaker via a resistor to one of Arduino PWM output. Then Connect a micro-sd card module. Format your micro-sd card with FAT32 Option. </p>

<p>Use Sample wave converter to convert your sound files and select the options as 16,000Hz Mono 8Bit. You are all done. Use <a href="https://github.com/TMRh20/TMRpcm/wiki" rel="nofollow">tmrpcm</a> library. It's all easy. </p>
 6740: <p>Yes, you can - see <a href="http://www.instructables.com/id/Simple-Wav-Player-Using-Arduino/" rel="nofollow">http://www.instructables.com/id/Simple-Wav-Player-Using-Arduino/</a></p>

<p>Space is quite limited, unless you use an SD card.</p>
 368: <p>The <a href="http://playground.arduino.cc/Code/PCMAudio" rel="nofollow">PCMAudio</a> example shows how to play audio data via PWM. Note that you will need to access the MCU at a low level in order to do this; the Arduino libraries don't provide enough control over the hardware.</p>
 7297: <p>I helped someone with a similar question. The results are in my github repo at <a href="https://github.com/linhartr22/count" rel="nofollow noreferrer">https://github.com/linhartr22/count</a>. This example uses the PWM library and includes a reference to the article I used to learn how to convert audio files to MP3 with proper settings for the PWM libary. It plays audio through an 8 ohm speaker or a piezo buzzer connected directly to the Arduino.</p>
