Sound would travel faster in steel. The reason sound would travel faster through steel than air is because sound travels through the vibrating of particles. Steel is more dense than air, therefore the particles are much more closer together, making particle vibration spread faster than the more spread out particles in air. Sound travels faster through water than air as well, because the particles are more closer together. Sound can't travel through a vacuum at all. Not because there aren't any particles, because there are, otherwise we wouldn't be able to gain heat from the sun.
