If it's the same jack and headphones for Ubuntu and Windows, it's not its fault. But make sure. Do the speakers work? If not, your sound may be muted Here are things you can try: Check in Device Management if there's an update to the sound driver or go temporarily to the previous version. Pull out your sound card and push it back in again to refresh contacts. Right-click the speaker in SysTray and run "Troubleshoot sound problems".
take power cord and battery out.. hold power 25 seconds to drain and thus it resets jack sensing data and boot win. also try removing the audio devices in dev manager with deleting driver checked.. reboot. set default playback device by right click.
Reset your bios shutdown your computer and restart, and do not use restart when change OSes use shutdown between restarts that should fix it.
make sure audio out put set default for headphone, nothing muted, check device manager, also sound settings and playback settings.
This question might sound silly. What Windows version and architecture are you having this audio problem? If it is 32-bit Windows it is time you try 64-bit.
I agree, it is most likely not a hardware problem. If you have done some updates before the problem happens, you can try restore point. I had experienced windows update replacing my audio driver with some crappy generic one, remove and install audio driver again helps.
It might not be an issue with installing the right drivers, The OP has possibly tried drivers he could get his hand on. There are some EUFI 64-bit systems that would come up such error if they are installed 32-bit OS or older OS. I have come across them in many cases where one or more drivers(drivers developed for the systems by the system makers) won't work until EUFI compactible OS is installed or a 64--bit, etc.