A transcutaneous nerve stimulation system includes a multifunctional earphone assembly that receives a sound signal from a sound source or other sources (such as a signal generator). An amplifier receiving the sound signal from the sound source or independent signal generator amplifies the sound signal to generate an amplified electrical signal. A stimulator, which includes multiple conductive electrode contacts, is coupled to the amplifier to receive the amplified electrical signal. The electrode contacts may protrude from an earbud/headphone or extend from an adjustable probe arm. The amplified electrical signal is used to apply eleceltrical stimulation while the earphone assembly emits audible sounds according to the sound signal. The combined functionality enhances compliance with treatment regimens involving electrical stimulation of vagus nerves and other regions of a subject. Potential indications include, without limitation, major depressive disorder, epilepsy, chronic pain, pre-diabetes, insomnia, cardiovascular disorders, tinnitus, autism, daily stress, and anxiety.