Here is a September 1881 recording on an Edison Phonograph with wax at Volta Laboratory - filtered
The Institute of Museum and Library Sciences of the University of California, Santa Barbara, has created an online digital library of old wax cylinder recordings from the early 1900s. This fabulous website, entitled the Cylinder Preservation and Digitization Project, has collected over 10,000 recordings with over 2,000 of them online. The website has over 2,000 of these early recordings available in MP3 files. They are also searching for more support for the project to fund the digitization of more cylinders.
As the website notes, the earliest cylinders date from recordings made on tinfoil in 1877, the last of the cylinder recordings were on celluloid in 1929. The site contains a rather detailed history of recordings with links to other websites, such as the website, First Sounds, that has modern digitized examples of the very first attempts at recording sound from Édouard-Léon Scott de Martinville's Phonautograms made in 1860.
In my years collecting documents and records from my family, I inherited a collection of sheet music collected by my Grandmother from the early 1900s. It may be possible that I can find some of these same songs in the recordings online.
OK, so I hear the same complaint filtering back to me, what has this got to do with genealogy? If you have to ask the question, you missed the last comment of my post. If it is helpful to have a photograph of your ancestor, think how interesting it would be to have a recording. The people who made these early recordings had children and we are their descendants.