The Covox Speech Thing (1986) was the first attempt to give PCs a better sound than the built-in speaker. It was a small device attached to the parallel port. You can easily build one yourself, it is little more than two dozen resistors. Only few games supported it, as far as I know, none of those on this website (except for Railroad Tycoon Deluxe). It would gain a certain popularity in the demoscene, probably because of its simplicity.
A bit later there was another sound device by Covox, the Covox Sound Master. Apart from the Tandy sound chip, this was the only sound device the original SimCity. There was an order form for it in the box, you could get it directly from Maxis, so it seems to have been a kind of co-production.
There were not many games that supported the Sound Master, but a few of them are rather well known, like Ultima VI.