What system accomplishes that? Either the music files are in the cloud, on your phone, or on a server that you are connected to. How can you possibly serve music files to a phone on a different network unless the files are in the cloud?
Precisely: You can’t. But what is the advantage of doing that if you have to be connected to the same WiFi network? It’s as good as using your computer, unless your WiFi network is so powerful it reaches your work place or whatever place you need to go to and want to listen to your music on the way.