Sound cannot travel through a vacuum or in outer space because time is a vibration of matter. Sound can generally travel through any material, including water and steel.
Even though sound can travel through many materials, as it travels through insulating materials, much of the sound is absorbed so the individual on the other side of the insulation may not hear as much sound, if any at all. Sound is created when an object in the air vibrates. The object creates longitudinal or compression waves which move away from the object as sound. Vibrations can include the movement of a speaker cone, a guitar string moving or even the compression of a drum head.