You can actually see sound waves as they travel through the air thanks to a clever photographic trick called Schlieren flow visualization.
Schlieren flow visualization is based on the deflection of light by a refractive index gradient The index gradient is directly related to flow density gradient. The deflected light is compared to undeflected light at a viewing screen. The undisturbed light is partially blocked by a knife edge. The light that is deflected toward or away from the knife edge produces a shadow pattern depending upon whether it was previously blocked or unblocked. This shadow pattern is a light-intensity representation of the expansions (low density regions) and compressions (high density regions) which characterize the flow.