Since halloween some players have a "missing sound" problem on servers with custom sounds.
It's a client side issue and it can be solved quickly & easy.
This solution should fix your "missing sounds" problem.
... \Steam\SteamApps\common\Team Fortress 2\tf\sound // If you haven't changed you STEAM install location then it should be located in: C:\Program Files\Steam\SteamApps\common\Team Fortress 2\tf\sound
Close TF2 and delete the "sound.cache" file. After this you can launch TF2.
Hopefully this will work for everyone that is facing this problem
btw if you open your console in TF2 then you can see if you get "missing sound" if a sound was played.