I had trouble getting audio to work on a Ubuntu 15.04 system with Intel chipset audio (Intel Corporation 9 Series Chipset Family HD Audio Controller). Trying to run the ALSA mixer would look like this:
$ alsamixer cannot open mixer: No such file or directory
The fix was to edit /etc/modprobe.d/alsa-base.conf at the very end of the file (changes bold):
# Keep snd-usb-audio from beeing loaded as first soundcard options snd-usb-audio index=0 options snd-hda-intel index=-2
I modified the index value for the snd-usb-audio module to zero and added a line for the snd-hda-intel module. Afterwards the mixer would start as expected.