Almost all animals can hear sounds if the sounds are loud enough, because sound also is movement of the sound medium (air or water). This movement can be picked up by mechanoreceptors, sensory cells that are found in all animals, and that can make animals like nematodes sensitive to sound. Even plants have been shown to respond to sound!

The ears that are most sensitive to air-borne sound, however, have a membrane that collects sound energy and use it to stimulate the mechanoreceptors such as the hair cells in the mammalian cochlea. Such tympanic ears are an evolutionary novelty that originated in the terrestrial vertebrates, the tetrapods, in the Triassic, around 250 million years ago. Tympanic ears emerged independently in the frogs, lizards, turtles, archosaurs (the common ancestors of crocodiles and birds), and mammals, and more than 20 times in the insects. Tympanic ears increase the sensitivity of the ear by up to 1000 times. The mammals, where the eardrum contacts three middle ear bones that transmit vibrations to the long, coiled cochlea evolved an ear with high sensitivity in a wide frequency range.

Many mammals extend their hearing in the ultrasonic range. The best hearers we described above, such as owls or foxes, use their sensitive hearing either to catch prey or avoid predators, but many animals use their hearing also for sound communication, creating a world of different sounds. Their sounds can be used to identify the different species, and to assess the biodiversity of habitats. A growing concern is the impact of man-made noise on animal communication and hearing. The study of sound communication, behavioral response to sound and hearing in animals, is called bioacoustics. You can explore bioacoustics through these links:
-Smithsonian Environmental Research Center 
-Hubbs Seaworld Research Institute

Also, here are a few examples of libraries of animal sounds:
-Animal Sound Archive (Tierstimmenarchiv), Berlin 
-Borror Laboratory of Bioacoustics, Ohio, USA. 
-British Library Sound Archive Wildlife Section, London, UK. 
-Macaulay Library  

Finally, meet Daniel Kish — a blind man that has trained himself to navigate by echolocation. Daniel Kish produces tongue clicks and listens for reflections, just as bats and toothed whales do.

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