No tengo

I assume you are talking in a home theater context, and you aren't referring to telephones, computers,  etc.? 

HDMI cables can carry both video and audio. That is all you have in home theater, sothey theoretically could be used everywhere. 

But for the cable to work, it has to connect two HDMI jacks on two pieces of equipment. And further, that equipment has to understand HDMI "language". So in my case, I have a DVD player with HDMI output. I can connect it to the HDMI jack on my tv. 

But my VCR doesn't have HDMI (and I don't know of any that do.) So I have to use componentvideo cables to connect it to my tv. 

And my receiver doesn't have HDMI jacks, so I have to run regular RCA cables from my tv to my receiver to carry the audio signal. There are a few expensivereceivers that have HDMI inputs (without any great benefit. The major benefit to you would be that you could use the receiver remote to switch between two HDMI sources, or an HDMI source and some other kindof source.) 

And even if the receiver had HDMI jacks, my speakers don't. My speakers (and nearly all speakers) still require an amplified analog signal. So I couldn't run HDMI out to the speakers. And not only that, I think it is likely that speakers will not have HDMI jacks for a long time. 

The reason is that HDMI is a digital signal. To make it audible (here we are talking only aboutthe audio portion of the signal), it has to be turned into an analog signal, and then amplified, somewhere along the line. If you have a regular DVD player, the signal is converted to analog insidethe player, and sent to the receiver. If you have an HDMI-capable receiver, the receiver might do the conversion to analog. Either way, the analog signal is then amplified inside the receiver, and sentto the speakers. So if we wanted, we could put both a digital/analog converter and an amplifier inside each speaker. 

There are speakers that have amplifiers built in (called "active" speakers)...