In recent raspbian releases some audio system update may cause problems if you are also using an hdmi monitor. If you try to raspi-config and go into system settings -> audio you get bounced back to the main menu.
The solution is to edit /boot/cmdline.txt and add
snd_bcm2835.enable_compat_alsa=1Then you can go back to raspi-config -> system settings -> audio and you will be able to switch between hdmi and analog out.