(idiomatic,colloquial) "What did you say?" or "Repeat what you have said." A polite formula used when one has not heard or understood what has been said.
I'm sorry, I didn't hear you. Please say again?
(Procedure word, military) To repeat part of or entire message transmitted over the radio, used because "repeat" is an artillery procedure word.
Bravo Six, say again, over.
Bravo Actual, I say again: Eight foot mobiles moving east, over.