This is an MP3 file embedded using the Media button from the WYSIWYG toolbar. I believe it will work in IE9+ and Safari, but not Firefox.
I enabled "controls" from the advanced tab.
And this is an OGG file embedded using the same method. I expect it to work in Firefox, but perhaps little else.
Due to an annoying "feature" of TinyMCE it seems impossible provide both the MP3 and OGG versions in the same audio tag (due to TinyMCE rewriting the HTML in a way that means the browser ignores the alternatives). Hopefully this may be fixed at some point so that the same widget can be used in more browsers.
To support older browsers, I included a link to the audio file as the alternative text for if the audio tag is not recognised by the browser.
Unfortunately I have no idea who owns the copyright of the music here. It's just a relatively small MP3 I found on my hard drive!