Don, assume for the sake of argument that there is a 1000 Hz pure sine wave added to a identical-amplitude 1001 Hz pure sine wave in the normal way that sine waves combine to make more complex waveforms. These can be voltages, radio waves, or sound waves -- the principle[1] remains the same.
As the two sine waves cancel and reinforce each other, the combined output will vary from zero amplitude to full amplitude at a 1 Hz rate. You will, no doubt, recognize what I just described as a SSB (single sideband) AM signal. Multiply the frequency of both signals by a factor of 1000 and you will have a nice ~1KHz SSB modulation of a ~1MHz carrier[2] that any radio engineer would be proud to see from his transmitter.
Now assume that the *exact same signal* was created by running a ~1 KHz signal through a standard audio amplifier and having a servo move a fader up and down in a sinusoidal fashion at a ~1 Hz. rate. Exact same signal = exact same harmonic content.[3] Therefore we can conclude that moving the fader creates sidebands.
Footnotes:
[1] no fair using multiple sources that are 1/4 wave apart, 1/2 wave apart, etc. They have to be at the same point otherwise we will get bogged down thinking about interference patterns, lobes, etc. [2] You may have noticed that I failed to specify the exact frequency. You tell me: is it 1000 Hz? 1001 Hz? 1000.5 Hz? Other? To keep the carrier at exactly 1000 Hz despite changes in the modulation signal, you really need a *double* sideband AM signal, which would have complicated my description and made the basic principle less clear. I also cheated a bit by assuming a pure sine wave for the modulation... A question for you to ponder: assuming that "~" means "approximately", would our radio engineer be able to look at a signal with a ~1KHz amplitude modulation of a ~1MHz carrier and tell you whether is was SSB AM or DSB AM? How about the case where the modulation was a human voice? [3] I still recall being amazed a a small child when my dad showed me using all-tube test equipment and a blackboard that any periodic waveform can be created out of pure sine waves. As a teenager, when I learned about the Fourier series and the various Fourier-related transforms, it was the first time it really hit me that math wasn't just something teachers use to torture students but was instead a way to gain a deeper understanding of exactly how the world really works.