The widespread distribution of mobile computing presents new opportunities for the consumption of interactive and immersive media experiences using multiple connected devices. Tools now exist for the creation of these experiences; however, there is still limited understanding of the best design practices and use cases for the technology, especially in the context of audio experiences. In this study, the application space of co-located multi-device audio experiences is explored and documented through a review of the literature and a survey. Using the obtained information, a set of seven design dimensions that can be used to characterise and compare experiences of this type is proposed; these are synchronisation, context, position, relationship, interactivity, organisation, and distribution. A mapping of the current application space is presented where four categories are identified using the design dimensions, these are public performances, interactive music, augmented broadcasting, and social games. Finally, the overlap between co-located multi-device audio and audio-augmented reality (AAR) experiences is highlighted and discussed. This work will contribute to the wider discussion about the role of multiple devices in audio experiences and provide a source of reference for the design of future multi-device audio experiences.