The Mechanical wave reference article from the English Wikipedia on 24-Apr-2004
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Mechanical wave

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A wave which needs a medium in order to propagate itself. Sound waves, waves in a Slinky, and water waves are all examples of this. Sound waves need air molecules in order to exist; the Slinky waves need the Slinky, and the waves in the ocean need the water.

It follows, then, that mechanical waves cannot exist in a vacuum. This is the factor that distinguishes them from electromagnetic waves.