Waves.

Here we see the two types of wave - transverse and longitudinal. Transverse waves include all electromagnetic [radio, radar, i.r., visible, u.v., X-rays], and longitudinal waves are sound waves.

You should notice that the particles themselves - here represented by short lines ... - or | ... do not themselves move along with the wave.
In the transverse wave they move at right angles to the direction of the wave, and in longitudinal waves in the same direction.

To see this in action, watch one of the red particles in action.

In the longitudinal waves, there are places where the particles are closer together [compression] and places where they are further apart [rarefaction]. In sound waves this corresponds to regions of higher and lower pressure, and this is the cause of the sonic boom.