I checked when I was in a Hallmark store recently and, alas, no sound. I did get a Picard/Data ornament though, which has an odd selection of lines chosen for it. It ranges from “Let’s make sure history never forgets the name Enterprise” to a clip where the captain tells Data that he’d be happy to give him any advice he had on understanding women and “When I have some, I’ll let you know.”
EDIT: It made for a nice decoration for my town’s Christmas parade where I was told “the goofier the Christmas hat, the better.”