We present high-frequency ultrasonic measurements on the filled skutterudite SmOs$_4$Sb$_{12}$ under hydrostatic pressure. The results clarify that the 4$f$ electrons in this compound transform from delocalized at ambient pressure to localized at high pressures with a crossover pressure of approximately 0.7 GPa. This drastic change in the 4$f$ electrons under pressure is apparently related to the non-Fermi liquid state, which appears in an intermediate-pressure range of 0.5-1.5 GPa. The results or our analysis strongly suggest that the ferro-octupolar interaction becomes dominant at high pressure. Moreover, we report the pressure dependence of the ultrasonic dispersion, which is due to rattling, over a wide range of ultrasonic frequencies up to 323 MHz. The drastic change in the ultrasonic dispersions and the frequency dependent elastic anomaly in the $C_{11}$ mode at lower temperatures imply a possible coupling between rattling phonons and 4$f$ electrons.
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