It's the same thing with the water trick: Putting speakers under a water container makes the fluid vibrate and causes small droplets to bounce on the surface indefinitely. Boom up the bass, and they'll happily cluster and bob along until the vibrations end. Then the party's over, and the drops become boring, normal water again. Scientists call these wandering droplets "walkers" and use them to study the dual relationship of particles and waves.
However, you're not going to be dazzled by mere water and sand. You want science to really impress you. So let's see what the vibration trick looks like with some non-Newtonian oobleck fluid:
Deegan, Merkt, & Swinney, University of Texas at Austin
It's like a T-1000 had a wet dream.
Apparently, all it takes to create an angry, sentient blob monster is cornstarch, water, and dubstep.