Q:

Acoustic and light wave coherency?

I know how some music notes combinations sound pleasing, yet others do not. Does the same occur with different frequencies of light (colors)? Since spectral color and acoustic pitch are both defined by their respective wavelengths (frequencies), it made me think that the psychological properties of the two may be related. 
So do light waves, for example one with the same wave length as a mid-C and another with a mid-F wave, look nicely together? Or do certain colors when viewed simultaneously, or side by side, appear pleasing?

A:

First I have to say that the wavelengths of light are on a totally different order of magnitude than sound. So the parallel drawn in your question "do light waves, for example one with the same wave length as a mid-C and another with a mid-F wave, look nicely together?" may seem logical, but is on closer inspection not easily maintained. Instead, one way to address this question more appropriately would be to talk about wavelength differences; i.e., light with wavelengths differing X octaves compared to acoustic tones differing X octaves.  
Having said that I think it is worthwhile to sidestep the theoretical approach and take a closer look at how auditory and visual sensory information is actually processed at a neurophysiological level. 
Sound is processed in the inner ear (the cochlea), which basically works as a Fourier transformer, and specifically a frequency-to-place converter. The spatial distribution of the characteristic frequencies (the tonotopy) on the basilar membrane of the cochlea follows a pattern where one octave spans about 2.5 mm (Greenwood, 1990). For the approximately 10 octaves the human ear can hear (~20 Hz - 20 kHz) we have 16,000 inner hair cells. See the following picture for a rolled-out cochlea with the tonotopy illustrated:

source: what-when-how.com 
The eye, on the other hand, analyzes light frequencies using just 3 colors (red, green, blue) by means of three cone classes (as opposed to 16,000 hair cells each sensitive to a slightly different acoustic frequency). Although the visual system does a great job in combining this sparse frequency information into a spectrum of colors, it is not a frequency analyzer as such. In fact, it is more of a frequency "combiner", as it combines the ratios of activation of the cone classes and runs it through a system of color opponency. By weighing the relative contributions of the three colors (RGB) using the opponent system (R-G, Y-B) the visual system estimates the color of the object you are looking at. Below on the left is illustrated the spectral frequency sensitivity of the three cone classes (note the unequal, non-octave distribution of the three across the dynamic spectrum range), and on the right the color-opponent (Hering) model.  
 
source:huevaluechroma.com and giantitp.com
The opponent nature of human vision (blue-yellow and red-green axis) results in a 2-dimensional color space which is very different from the 1-dimensional frequency space of the cochlea (Mather, 2006). Note that the third visual dimension is brightness, comparable to the second dimension of loudness in the ear.
In all, based on a neurophysiological signal-processing point-of-view, hearing and seeing frequencies are two completely different things. Comparing octaves between the two is worse than comparing apples and oranges, as apples and oranges share at least the same dimensionality. 
It probably doesn't answer the question, but it may answer the question why it cannot be answered in any logical, comprehensive and straightforward way without loosing oneself in subjective monologues about "I like this and this combination of timbres but I don't like this color combination so much" kind-of-thing. Admittedly, it can be experimentally addressed by inquiring about the subjective 'pleasantness' of a set of combinations of colors and pitches in a study population. But from a physical and pysiological perspective, comparing the two entities of light and sound through equal-octave comparisons doesn't make sense since: (1) the two entities are processed through completely different neurophysiological principles as described above, ('1D acoustic frequency Fourier analyzer' versus '2D spectral combiner'), and (2) they represent entirely different physical entities altogether (photons/EM waves versus air pressure differences). Their only commonality is that they have an oscillatory nature, but that's where the parallel starts, and ends. 
References
Greenwood et al. JASA 1990; 87:2592-605
Mather. Foundations of Perception 2006

A:

Comparing the two gets into metaphysics. There have been theories of a 'light octave', since IR to UV is not terribly far from a single octave. Basically, in the standard sense, no, our vision does not perceive harmony in just the same way as our audition does with much lower-frequency sound waves.
Newton directly compared the two when he associated the Dorian scale (which is symmetric in pitch) to the Newton colors (ROYGBIV) as he was developing the theory of optics, where certain colors represented a 'whole step' and others a 'half step'. I think he later stated the idea didn't really have foundation. (My notions on such things are also odd, so I'm not really going to go into them here.) Musicians also tried (most famously Scriabin, who was synesthetic). In a way it mirrors the split from tonalism in music, to pitch sequences on one side, and to harmonic sequences on the other ('serialism' versus 'just intonation').
Not to say there are no associations to be made, but they are notably different systems as understood by the perceiver. (There are also vibrational theories associated with olfaction and haptics at other frequency ranges, but I think that would just make the issue more messy, not less.)

