Sound helps to facilitate shifts in our brainwave state by using entertainment. Entertainment synchronizes our fluctuating brainwaves by providing a stable frequency which the brainwave can attune to. By using rhythm and frequency, we can en-train our brainwaves and it then becomes possible to down-shift our normal beta state (normal waking consciousness) to alpha (relaxed consciousness), and even reach theta (meditative state) and delta (sleep; where internal healing can occur).
This same concept is utilized in meditation by regulating the breath, but with sound it's the frequency that is the agent which influences the shift.