I have just upgraded to oneiric (11.10) from natty.
In Unity-2D sessions, the sound-menu integration lets me control Banshee (and maybe Clementine too).
In Gnome Classic sessions however, it's gone. Is there a way to get it back ?
By default in 11.10, gnome-classic uses the standard Gnome-Applets. Unity and Unity-2D uses the indicator-applet.
Note - in 12.04, the indicator-applet is installed by default when installing gnome-classic.
You should install the indicator-applet as per the linked Q&A - the same sound indicator should then be available for you to use.