I have had 2 separate occasions when the side volume controls in the iPhone 4S do not function and can not get audio from the speakers when playing music, or receiving alerts, or calls.
When pressing the up or down volume buttons on the side of the phone a window with the speaker icon in the center would appear in the middle of the display screen. The bars beneath the speaker icon were missing and pressing the up or down volume buttons did NOT initiate the sound level bars beneath the speaker icon to appear.
Tried many suggestions from several forums and ONLY when I reseated the iPhone in a DOCK did the problem disappear. Apparently the connector pins at the bottom of the iPhone collect debrie over time and can cause electrical grounding that will cause this problem to occur.
Take note that using an iPhone USB cable to simulate the receiving end of a DOCK connector will not work. It must physically be reset into an actual DOCKING STATION.
To help eliminate this problem in the future clean the connector pins on your iPhone periodically.