Yes, they're called laser-microphones/laser-mics. Sound is generated by something vibrating (like your vocal chords), this vibration moves the molecules of air (or whatever), which will move it from molecule to molecule until it reaches the your ear (eardrum) which will pick up the vibrations from the air molecules. The same principle is applied to all surfaces that absorb the sound energy, these will resonate with small vibrations of the same frequency as the sound. Windows are particularly good for this being hard/flat/large surface area and as they are suspended at the sides but loose in the middle they will act like the surface of drum and pick up the frequency of the sound. By measuring the vibrations with a finely tuned laser like bob_builder said you can 'hear' what is being said.
This is actually a method of corporate espionage and so now windows can be specially made to reduce/negate this effect.
By the same scientific principles, windows can be turned in speakers. You can get little devices that attach to windows and will vibrate (just like the cone in a loudspeaker) causing the window to vibrate and generate sound just like a loudspeaker.