Minecraft wiki entry for Building_a_metropolis, associated text: Musical Road:
Recommended material: Note block, wooden pressure plate.
This road type is actually a feature that can be applied to just about any moderately sized road. Dig out a 1 block wide trench along the middle or side of your road, and place note blocks (with the desired material underneath, see Note Block) in this trench. Adjust the pitches as necessary, and fill in the spaces between note blocks in more complicated melodies. Lastly, place wooden pressure plates on top of the note blocks, and now it is possible to ride along the road and listen to music at the same time.