I have seen in Ripleys believe it or not that an opera singer generates a very high frequency of sound and breaks a glass window.How do they do it?
Essentially, the glass breaks because the sound is at the right frequency. Every object has a natural frequency (vibrations per second), at which it prefers to vibrate. This is called the "resonant frequency". If you tap a quality wineglass next to your ear, you'll hear it sing at that frequency. If you stimulate the glass with a sound at that frequency, the vibrations in the glass will be much more intense than at any other frequency. If they are intense enough, the glass will break. It does not need to be a very high frequency, just the right, resonant, frequency for that glass.
This webpage has a very good explanation, along with some videos (including Mythbusters).
It is very difficult to break a glass in this manner. Not only one must emit sound at exactly the resonant frequency of the object, but this sound should also be very strong.
You got a bunch of very interesting links from @hdhondt, but this one is my favorite (by Prof Walter Lewin from MIT). It explains everything about resonance, and there is a glass break experiment at the end.