We present a study on investigating the propagation characteristics of umbral oscillations in sunspots. In sunspot 1 (located in NOAA AR 12127) with four umbrae, the analysis shows that the oscillations in different umbrae are correlated. The weak correlation (<20%) is attributed to the propagation of umbral oscillations across the umbral boundary to its adjacent umbra in the horizontal direction. We speculate that oscillations in two of the umbrae have a common origin in the sub-photosphere, resulting in a stronger correlation (>30%). Additionally, utilizing the TiO (photosphere), Hα (chromosphere) images provided by BBSO/GST, and the 304 Å (upper chromosphere and lower transition region), 171 Å (upper transition region), 193 Å (corona), and 211 Å (active region corona) images acquired by the Atmospheric Imaging Assembly on board the Solar Dynamics Observatory (SDO), we analyze the vertical propagation of oscillations in the sunspot umbra. Multi-channel observation shows that the umbral oscillations observed in the lower atmosphere of sunspot 1 cannot be detected in the upper atmosphere. However, in sunspot 2 (located in NOAA AR 12132), oscillations in the lower atmosphere can propagate to the upper atmosphere. Using photospheric magnetic field data provided by the Helioseismic and Magnetic Imager on board SDO, potential field extrapolation of the magnetic field for the two sunspots shows that open magnetic field structures allow sunspot oscillations to propagate to higher heights, while closed magnetic field structures do not.