The molecules that 'vibrate' are the ones producing the sound wave. Like your vocal chords. They are made up of molecules (GASP!). Or a crystal emitter used in an offensive sonic oscillation device. Once you have that initial vibrator that impacts with particles, then the 'chain reaction' of particles hitting other particles starts, forming a wave in the particle 'bath' that is the atmosphere.
You can have shockwaves, you can have gravitic waves, you can have varying wavelengths of light...
But space is very sparse in matter, as I said. There's just not enough of it for sound to work. Waves don't just keep going- especially if there's nothing to interact with. Can you hear someone on the other side of the planet without the assistance of technology? No, you can't. There's a limit to how far a wave can reach. In space, soundwaves have a practically nullified reach. It'd barely leave the emitter, whatever it may be. You'd need to form a stream of particles, then send sonic waves through it... which is likely more trouble than its worth. Best to just intensify that particle stream into something lethal, or rely on another form of waves that are far more effective in space.
Electricity in our powerlines and even in nature is basically just a string of electrons. Which orbit molecules.
E=MC^2. Energy is a factor of Matter at speed. It transfers more efficiently between the two states as it approaches the speed of light squared (impossible to reach C, let alone C^2). This is evident in Kinetic Energy, which is basically just the 'Energy' of Matter in motion. As soon as that Matter impacts with another Matter, it transfers some of that Energy to the other object, causing it to be sent further along. There is also Potential Energy, which is the 'possible' energy of Matter, which exists while it is at rest. However, matter is rarely truly at rest. Solid matter, for instance, is constantly vibrating, despite its solid nature.
However, solid matter doesn't produce waves on its own. Gravity helps produce waves - especially with respect to the gravity of the Moon and Sun acting upon the looser molecules of our planet so that water and air currents exist. Without the Moon, we wouldn't have waves on our beaches. At least not with the regularity or intensity that they tend to be. Glacial melting causes waves, as well- by the large bits melting and cracks forming that send chunks crashing into the ocean. The impact into the 'medium' that is the ocean produces a Tsunami - a devastating form of oceanic wave. This does not produce as much devastation in the atmosphere as it does via the water. The higher volume is what causes this.
Even if there is theoretically enough matter in space to perpetuate the sound wave vibrations, there's just such sparseness of the kind of matter that sound works with for anything involving sound to be effective.
EDIT:
"Collapsed stars generate black holes. Collapsed stars are matter. My left foot is also matter. Therefore my left food can generate black holes. You've never witnessed my left foot generating black holes, because none of you have witnessed my feet. But Tesla witnessed my feet."