Yes! Yes! Yes!
Oh JOY!
I remember sending in feedback with the bug reporter somewhere around 2006 or 2007 when a new version of Safari came out, asking for exactly this. (Not per application, as apparently Vista has done, but for particular sites.) This was just about the time when MySpace was becoming very popular and also very annoying, and those noisy popups were also appearing. It seems <i>maybe</i> my request was noticed and forwarded for consideration.
Now what would be nice would be to get rid of the tab metaphor for organising page views, go to a much more versatile and powerful OmniWeb-style thumbnails metaphor married with an in-app Exposé function for at a glance navigation, plus badges on thumbnails to show you which ones have audio content. You could conceivably use badges for all other sorts of content: problematic stuff like Flash video scripts etc., padlocks for secure sites, incorporated red dots in the superimposed 'x' close buttons (like forthe close button in windows) for pages with unsaved or unsent text, etc....