The Gong Files
Here is a simple sound (recorded in a wav file) at three different sampling rates: 11025Hz, 8000Hz and 5000Hz. The lower the sampling rate the poorer the recording. In particular, higher tones get lost; you should be able to hear the difference.

The figure below shows a graph of the wave form for a small portion of each different sampling. Here you can see the curve lose detail as the sampling rate declines.