Format: 

Lastname, Firstname. "Title of Speech." Sponsoring Organization or Event, Day Month Year, Venue, City. Filetype (e.g. MP3). Database Name or Title of Website, URL. Accessed Day Month Year.

Lastname, Firstname. "Title of Speech." Sponsoring Organization or Event, Day Month Year, Venue, City. Filetype (e.g. MP3).

Examples: 

Destler, William. Welcome back address to the RIT community. Rochester Institute of Technology, 21 Aug. 2015, Gordon Field House and Activities Center, Rochester. Address.

Intext: (Destler)

Obama, Barack. "What is Required: The Price and the Promise of Citizenship." Inauguration of the President of the United States, 20 Jan. 2009, United States Capitol, Washington, D.C. MP3 file. American Rhetoric, americanrhetoric.com/speeches/barackobama/barackobamainauguraladdress.htm. Accessed 12 Dec. 2017.

Intext: (Obama 00:12:15)

Earhart, Amelia. "Amelia Earhart on Women in Flight." 1935. MP3 file. History.com, A&E Television Networks, 2014, history.com/topics/amelia-earhart/speeches/amelia-earhart-on-women-in-flight. Accessed 12 Dec. 2017.

Intext:(Earhart 00:06:13)

Notes: 

Speeches or presentations that you attended are not retrievable by others and should be used sparingly (see first example). If you have access to a recording of a speech or presentation, follow the format shown in the second and third examples. If you are citing the text of a speech that you found in a book or on a website, cite the document as the respective source type. Provide the direct URL for the recording when possible, but omit the http:// or https:// (MLA 110); you should also include an access date for web sources (MLA 53). If the name of the city where the speech took place is already captured by the name of the venue, you may omit the city (MLA 50).

Source:
MLA - pp. 50, 52