Are there any recorded cases of hearing the outside world while in a coma?
Here's a study on Brain Response to One's Own Name in Vegetative State, Minimally Conscious State, and Locked-in Syndrome:
http://archneur.jamanetwork.com/article.aspx?articleid=791093


  Background  A major challenge in the management of severely
  brain-injured patients with altered states of consciousness is to
  estimate their residual perception of the environment.
  
  Objective  To investigate the integrity of detection of one's own name
  in patients in a behaviorally well-documented vegetative state (VS),
  patients in a minimally conscious state (MCS), and patients with
  locked-in syndrome.
  
  Design  We recorded the auditory evoked potentials to the patient's
  own name and to 7 other equiprobable first names in 15 brain-damaged
  patients.
  
  Results  A P3 component was observed in response to the patient's name
  in all patients with locked-in syndrome, in all MCS patients, and in 3
  of 5 patients in a VS. P3 latency was significantly (P&lt;.05) delayed
  for MCS and VS patients compared with healthy volunteers.
  
  Conclusions  These results suggest that partially preserved semantic
  processing could be observed in noncommunicative brain-damaged
  patients, notably for the detection of salient stimuli, such as the
  subject's own name. This function seems delayed in MCS and (if
  present) in VS patients. More important, a P3 response does not
  necessarily reflect conscious perception and cannot be used to
  differentiate VS from MCS patients.