There is an enhanced version of Game of Thrones, with audio files and a map on which you can track the characters. Here is a look at it on Youtube. Since it's restricted to devices with fruit on them, I haven't been able to check it out myself.

Considering that it came out a few years ago and wasn't widely imitated, I'd guess that the demand for such things isn't sufficiently high to make them economically viable. The only similar book I could find with a quick search was an enhanced edition of The Hobbit, similarly restricted to Apple (or rather Macs and iPads, they don't even work on iPods or iPhones). One of the main difficulties is probably that every eBook retailer uses different formats, which makes embedding audio, video and other extra content very difficult and labor intensive. Not to mention that eInk-Readers aren't suited to this kind of stuff anyway.

Publishers aren't going to spend lots of money developing something that people aren't willing to pay for. And even authors who want to do this kind of thing probably won't be willing to do so if it means they'd have to do more work for less money.

If the author or the publisher really want to offer bonus content, it's a lot simpler to do so in the form of a website. It's cheaper, a lot easier to optimize for different devices, there are no bloated ebook files and it's available to anyone, so it can be used to attract new readers. Not to mention that the author could also link to already existing content, like fan-created wikis. When I'm reading I usually have my smartphone or computer nearby anyway, so checking a website isn't too much of a hassle. I do occasionally check things like the Malazan Wiki and I'd be interested in things similar to Pottermore, but I don't really see the potential for enhanced ebooks.