Humans are capable of completing a range of challenging manipulation tasks that require reasoning jointly over modalities such as vision, touch, and sound. Moreover, many such tasks are partially-observed; for example, taking a notebook out of a backpack will lead to visual occlusion and require reasoning over the history of audio or tactile information. While robust tactile sensing can be costly to capture on robots, microphones near or on a robot's gripper are a cheap and easy way to acquire audio feedback of contact events, which can be a surprisingly valuable data source for perception in the absence of vision. Motivated by the potential for sound to mitigate visual occlusion, we aim to learn a set of challenging partially-observed manipulation tasks from visual and audio inputs. Our proposed system learns these tasks by combining offline imitation learning from a modest number of tele-operated demonstrations and online finetuning using human provided interventions. In a set of simulated tasks, we find that our system benefits from using audio, and that by using online interventions we are able to improve the success rate of offline imitation learning by ~20%. Finally, we find that our system can complete a set of challenging, partially-observed tasks on a Franka Emika Panda robot, like extracting keys from a bag, with a 70% success rate, 50% higher than a policy that does not use audio.