How can I add multiple sources to an HTML5 audio tag, programmatically?

Why add multiple files with JavaScript when you can just detect the types supported? I would suggest instead detecting the best type then just setting the src.

var source= document.createElement('source');
if (audio.canPlayType('audio/mpeg;')) {
    source.type="audio/mpeg";
    source.src="https://stackoverflow.com/questions/4053262/audio/song.mp3";
} else {
    source.type="audio/ogg";
    source.src="https://stackoverflow.com/questions/4053262/audio/song.ogg";
}
audio.appendChild(source);

Add as many checks as you have file types.