A simple answer to this question is yes; a sound can be trademarked. Essentially, anything that indicates a source of certain goods or services can be protected by a trademark.
However, you should be careful. The sound has to be distinctive and unique to your specific goods and services. Obtaining a sound mark might prove more difficult than a regular word or logo registration.
Many big brands invested in their sound trademarks. HBO is one of the best examples. The static sound playing over a grainy background depicting HBO letters before every HBO movie or TV show is, in fact, trademarked. Another good example is the melody played before every 20th Century Fox Movie.