Volume isn't working
The volume on my iPhone 4s isn't working...my lock button and ringtones. Etc. only incoming calls have sound and when I plug in my headphone
iPhone 4S, iOS 5.0.1
There might be something in the headphone jack, maybe lint, dirt, or something else in there.
Try disconnecting the headphones and then adjusting the volume, does it say headphones?
Take a look at this Apple document for more information -> iPhone: Can't hear through the receiver or speakers