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Low-Threshhold Sleepers
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Most animals do not sleep deeply for eight solid hours as people do. Instead, some animals, such as cats and dogs, are able to sleep lightly for long periods of time, hence the term "catnap." Furthermore, they are easily woken by sounds, as they have retained their ancestors' ability to be alert at a moment's notice.
Birds
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According to the October 27, 2000, edition of Science Magazine, researchers discovered that songbirds, when exposed to a recording of their own singing during undisturbed sleep, they more or less sang along with the recording in their heads, as the neurons that fire in their brains at that time are identical to the patterns of neurons when they actually sing.
Invertebrates
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Many scientists argue over whether invertebrates sleep, but it is clear that most at least slip into a lowered state of consciousness. In this state, invertebrates with hearing abilities, such as cicadas, can quickly be brought out of lowered consciousness in the presence of sound.
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Can Sounds Affect Animals While They Sleep?
Most animals, like humans, slip into unconsciousness when they sleep. However, unconsciousness doesn't prevent them from registering sounds. Though all animals have different thresholds through which vibrations must pass before sound is interpreted, ears continue to register vibrations through sleep.