The Dolphin team has been working hard on DSP emulation in order to get sound in many first party Nintendo games that lack sound such as Zelda/Mario games. Just recently a breakthrough was made in DSP emulation, there is now some sounds that can be heard in Zelda: Twilight Princess (GC), Zelda: Windwaker, Mario Kart: Double Dash.
The sound is broken up, distorted and crackly, but a bit of sound can be made out such as links footsteps/sword slash in Windwaker, the sound Epona makes in the TP intro movie can somewhat be heard along with other sounds or noises, you can hear some broken or garbled sound/music Mario Kart Double Dash.
There is a lot of garbage or garbled/broken sound, but it's still great progress.
There is no sounds in Mario Galaxy/Sunshine, Luigi's Mansion yet, Mario Sunshine and Luigi's Mansion have sound in the intro movie/Nintendo logo, while Mario Galaxy has just garbage sound or static.
Unlike the Gamecube version of Twilight Princess, all the Wii version does is output static or garbage sound.
As of Revision 3499 these changes were implemented:
http://code.google.com/p/dolphin-emu/source/detail?r=3499