A device like a speaker (conceptually) might be able to be driven by a gravitational disturbance and store the energy. Let's assume that you somehow managed to build one.
Now, imagine tidal power, but you've thrown a pebble into a pond. By the time gravitational waves reach Earth, they are so faint that detecting them has been extremely difficult, so harnessing them for energy isn't really feasible.
If you were to send some type of device near an event like a black hole merger, you could possibly store some energy. The problem is, you would have to expend so much energy to get anything there and back, it might not be a net gain, certainly not with today's technology.
Entertaining thought though. :)