I recently bought an external microphone for my Sony NEX-5R. More specifically, the ECM-SST1 microphone with a proprietary connection! When I first connected it, and tested with it there was no audio with the video clips. I thought that I might have received a defective unit, so, I tested with internal microphones. Same situation. It turned out that record audio setting was set to “Off”. This setting can be turned back on, by:

1. Go to “menu”.
2. Select “settings”.
3. Find the option “Movie Audio Rec”. It is about one third of the way down.
4. Set the option to “On”.
5. Optionally turn on “Wind Noise Reduct.” if you plan on using the internal microphones.