I would like to use an HDMI output device with a DisplayPort monitor. My main issue is getting audio.. HDMI to DVI doesn't support audio. Are there any cables that do HDMI to Displayport and support audio?
Short answer: No.
At least at displayport.org it writes explicitly that there is no such a device. Note that there are several devices for the other direction (DisplayPort device/output, HDMI monitor/input), but they do not work the other way around. I personally tried to connect my laptop (HDMI) with a monitor (Displayport) using this cable. There was simply no image.
Anyhow, I don't think that it is technically impossible to build such an adapter. I am courious myself why you can't buy such a device and if the information at displayport.org is acutally (still?) correct.
There are DisplayPort to HDMI adapters - here's an example - http://www.cdw.com/shop/products/StarTech.com-DisplayPort-to-HDMI-Video-Adapter-Converter-video-audio-ad/1690001.aspx