Two of those locations exist right here in the United States. The first one was built in 2014 on Route 66 in New Mexico, between Albuquerque and Tijeras.
According to an article from the Smithsonian Magazine, the New Mexico Department of Transportation created this to encourage drivers to slow down and bring a little excitement to the monotonous highway. The music is created by rumble strips in the road that are perfectly spaced far enough apart that when a car rolls over them at just the ride speed, vibrations are created and the music is produced. Music notes are essentially vibrations in the air. The closer the grooves are, the faster the vibrations and the higher the note.
Vehicles must drive 45 MPH, or the music can't be heard. The song that drivers can hear is "America the Beautiful." Check out the video:
The next location where you can hear music by following the speed limit is just outside Lancaster, Calif. If you slow down to 55 MPH, you can hear "William Tell's Overture."
Japan has several musical roads, check out this one near Mt. Fuji.
What song would you like to hear in Kansas?