How do headphones/speakers produce harmonies of more than one note?

The coil is amplitude modulated, responds to different levels of amplitude (not frequencies).

I feel like I have to chime in with a relative simpleton's answer to this question. Sound is all a wave.

What goes into your ear is a wave, ONE wave. Regardless of all of the technical things, it really does come down to a wave changing, all sound is derived from how this wave changes as it leaves the speaker and enters your ear. The wave is a measurement of vibration. No matter what sound is involved, it involves one wave, one constant line of vibration. So if a speaker is vibrating, it is simply reconstructing the vibration constituting the wave, and since that vibration is the source of everything we hear, the speaker's vibration can recreate any sound it's mechanically capable of vibrating.

A phonograph needle works the same way: One needle, lots of sound. As does the series of bytes making up an audio CD. I hope this helps to answer your question in a simple and understandable way.

Excellent question, I've always wondered about this as well... but have never found an easily-understood answer for myself and other non-science types. The most I know about sound is what makes up a sinusoid... that's about it. =D

I started wondering one day when looking at a subwoofer driven hard. The cone visibly moves to the lowest and loudest note being played in my experience... but yet it still can create other bass notes at the same time. I always wondered about that, and it seems to be similar to what you are asking.

Yes it does. It looks like a sinusoid with other waveforms overlaid on top of it but of scalar multiples of that waveform