If you have an Echo Dot and a Bluetooth add-on receiver for your stereo, you can connect with it via Alexa. Then play something (perhaps Spotify or Amazon Music or whatever) on the Echo, and it will of course come out the speakers of your stereo. Then you can say "Alexa, volume __" and (apparently) change the volume of your stereo with your voice!
Incidentally, that little trick is better than it seems at first. You see, the Echo Dot outputs in stereo using Bluetooth. So putting it through a good sound system vastly improves the listening experience. The side benefit is being able to control your stereo volume by voice.