Covox Speech Thing / Disney Sound Source (1986 / 199x)
The parallel port is nothing more than a way to pass out 8 bits simultaneously. Each PC had this port, and the conversion of this kind of data to an analogue signal is pretty simple and can either be achieved by using a DAC (Digital to Analogue Converter) or simply a set of resistors.
Hence the only thing missing was the interface, which a company named Covox delivered with their "Speech Thing". For $70.
However, this utensil was nothing further than soldering together some different resistors, the simplest form of a DAC at all, and actually was not worth its money. However, its simplicity allow it to build it at home (see link). Now, years laters, it is also again produced for enthusiasts.
The difficulty about this sound device was to get exact timing. All bytes are converted the moment they reach the parallel port. This needs lots of CPU resources required by the timer and leaves little left for the game or program - especially at the time when it has been released.
The Disney Sound Source came out years later and fixed multiple issues: It contained a small buffer, so even an unsteady data stream resulted in a good audio signal. It allowed to pass through the printer port, so there's no need to switch cables to print. And at $14 it was dirt cheap! It came with its own amplifier, which ran with a 9 Volt battery.
The only issue was its sample rate: It was fixed at a 7 KHz, which is about the quality you get from an old fashioned phone.
The Covox came out in some other versions and even supported the recording (!), and there are even circuits, which made stereo playback possible using a switching circuit with two DAC's.
There are only few games, that supported the parallel port as sound output - but more of them for the Sound Source. However, the Covox playback was later quite wide spreaded in the demo scene.
Getting compatible hardware
Original Covox adapters are hard to get, although they may not be too expensive. But there are better alternatives: A company based in Belgium actually creates a high quality board named "CVX4" that replicates the Covox playback, has a decent price and will also likely sound better: CVX4 on serdashop.com.