Explanation:

Lamp:
A lamp typically uses an incandescent bulb or a fluorescent bulb to produce light. These types of bulbs do not contain an electromagnet. Therefore, a lamp does not contain an electromagnet.

Electric stove:
An electric stove uses heating elements to generate heat for cooking. These heating elements do not rely on electromagnets to function. Instead, they use electrical resistance to produce heat. Therefore, an electric stove does not contain an electromagnet.

Compass:
A compass is a navigational instrument that uses a magnetized needle to align with the Earth's magnetic field. While a compass does contain a magnet, it is not an electromagnet. The magnet in a compass is a permanent magnet, meaning it is magnetized and does not require an external power source to function.

Headphones:
Headphones often contain an electromagnet. An electromagnet is a type of magnet that is created by passing an electric current through a coil of wire. When an electric current flows through the coil, it generates a magnetic field. This magnetic field interacts with a permanent magnet, causing the coil to move and produce sound waves.

In headphones, the electromagnet is used in the speaker driver. The coil of wire in the driver is connected to an audio source, such as a smartphone or computer. When an electrical signal is sent to the coil, it creates a magnetic field that interacts with a permanent magnet in the driver. This interaction causes the coil to vibrate, creating sound waves that can be heard through the headphones.

Therefore, the correct answer is option D: Headphones. Headphones contain an electromagnet in the speaker driver, which is used to produce sound.