Someone asked me this question and I don't think I gave him an adequate answer (I was trying to think of the extreme case - that of neutron stars)
OK, I'll make my comment into an answer.
The wiki article has basic information .
Sound waves are pressure waves and depend on density so gravity which stratifies the atmospheric density affects sound waves through that.
In solids and liquids to the extent that gravity stratifies them it will change the behaviour of sound waves.
Any configuration that can take density variations should have the possibility of sound waves propagating, so there could be sound waves in neutron stars.
To my understanding, as long as we are speaking about somewhat similar condition to earth gravity won't have an apparent effect on sound waves since the molecules composing air are too light for the gravity to have significant effect on them.
If you consider a much heavier planet, then I don't think that you'll have a significant gas phase and you are now dealing with fluids and solids. As you might now, sounds travels further (and faster?) inside those phases since the sound waves are less scatted. If you go to extream cases such as neutron star I don't think that you can describe this as anything similar to our comprehending of sound since you don't have atoms and molecules anymore (at least not in their classical definition). With a gun pointed to my head, I'll guess that in neutron star there is no sound.