Like many cultures, Transformers make music to express themselves. (The Decepticon Squawkbox for instance is a passionate musician.) However, very few of these alien songs have ever been recorded or played for human ears.
Generation One animated continuity
Starscream has the Constructicons play a fanfare on brass instruments for his coronation. After a while, he shoots the trumpets.
Devil's Due G.I. Joe vs. the Transformers continuity
At least in this continuity Cybertron had a rich history of music. With his Matrix-granted powers the former G.I. Joe commander Hawk had access to a database of at least 11 million traditional Cybertronian songs. One apparently has a line that goes: "Protoform/Protoform/What will you be?"
The Mini-Cons were revealed to project a strange, haunting melody amongst themselves. The exact effect of this varied.