Consider a string under tension, for example, a string on a guitar. When a guitar string is plucked, it vibrates at a certain frequency. When the tension on the string is increased by twisting the tuning peg at the end of the neck, the frequency of the string increases. According to this video, increasing the tension on a string also increases the speed of the wave moving through it. According to this article, the speed of a wave is higher in a more dense medium.
Does this mean that increasing the tension also increases the density?
This does not seem very logical to me, since density is the "compactness" of a substance, or how close together the individual molecules are. By twisting the tuning peg on a guitar, you rotate the cylinder that the string is fixed to, wrapping it around more tightly. This pulls more of the string around that cylinder, similarly to when you reel in a fishing rod. Since more of the string's molecules are now wrapped around the peg, there should be fewer molecules over the same distance between the bridge and the nut (the two ends of the vibrating portion of the string), therefore bringing the density down.