I'm only familiar with Digitrax, but there are some N-scale decoders with sound, and MRC specifically makes a drop-in decoder for the SD80MAC (and by default the SD90/43MAC also). You can't just hook up a speaker to any decoder, though, it does have to be a sound decoder and that will come with its own speaker. The Kato SD70ACe, SD40-2 and ES44AC GEVO also have drop-in decoders available, as does the Athearn F45 and SD70M. That's about as far as my knowledge goes on the drop-in type, but Digitrax.com does have a decoder selector for the models they offer, and I'm sure MRC etc. also have their own resources. You can also do a google search for something like "n scale SD70ACe sound decoder install" and pull up some resources that way.
Barring a "drop-in" type that's made for easy install in some of the larger locomotives, quite a lot of the N-scale locomotives just don't have room for a sound decoder without milling the frame. Some just don't have room period, and even getting a non-sound decoder in there can be a challenge. Without more specific information as to exactly which locos you're talking about, that's about the best answer I can give.
One caveat: The N-scale locos I've heard with sound don't exactly impress me. I know a lot of people who will say that HO scale is really about the smallest you can go and get even halfway decent sound, as the N-scale speakers are just too small to deliver anything remotely realistic. So bear that in mind, or find some locomotives to listen to, before you drop a bunch of cash on sound decoders. Obviously others do find the sound quite acceptable or companies would have quit offering the decoders by now, but I personally don't feel the sound quality makes it worth the investment in N scale. Just my $.02, and in the interest of full disclosure I actually like the sound the N-scale locomotives make running around the track anyway, so I've never been too gung-ho about adding sound to begin with.