This video shows a solid-state Tesla coil that is "singing". The high voltage sparks are making the noises. Every cycle of the music is a burst of sparks at 41 KHz, triggered by digital circuitry at the end of a "long" piece of fiber optics. The primary run that you see in the video are at its resonant frequency in the 41 KHz range, and is modulated by a control unit in order to generate the tones you hear.
What's not immediately obvious in this video is how loud this is. Many people were covering their ears and dogs were barking. In the sections of the video where the crowd is cheering and the coil is starting and stopping, you can hear the the crowd is drowned out by the coil when it's firing.
This Tesla coil was built and is owned by Steve Ward. Steve is a EE student at U of I Urbana-Champaign. [2:42]
It's pretty damned cool. It does Mario and everything.