[twic]

For sound, at least, the waves are not up and down, but longitudinal. Perhaps most easily illustrated using a slinky:

https://www.youtube.com/watch?v=GIkeGBXqWW0

https://www.youtube.com/watch?v=kxQj-wPePBU

For electromagnetic waves, as i understand it, there isn't actually movement up and down in space; there are oscillations in the electric and magnetic fields. Which do somehow have a spatial direction, which is why light can be polarised. I don't have an intuition for it at all!

[jcims]

The challenge with the longitudinal example, which is of course technically correct, is that it’s hard to map it to the spherical shells that most of these phenomena radiate into.