When I plug external speakers into the docking station for Thinkpad T420s i get no sound (internal speakers mute).
P.S. I know the solution but it seems to be ok post problem specific solution in form of question and answer.
The solution is to add line
to the /etc/modprobe.d/alsa-base.conf.
After that you have to reload alsa:
This can be applicable on other thinkpad laptops.
You can also try different models (see HdaIntelSoundHowto at help.ubuntu.com).
If this method doesn't help you can to try to debug hda-intel using HDA Analyzer. For example for my laptop I could use:
to enable sound on external speakers. But it is not very good solution since you have to do it manually each time you plug external speakers.
hda-verb program can be downloaded from ftp://ftp.suse.com/pub/people/tiwai/misc/hda-verb-0.3.tar.gz.