I have a folk-art steam engine (I'm being kind here) that, among other things, uses a piece of copper water pipe and a cut-off soda syphon CO2 cartridge for a whistle. Weird indeed, but it works great!
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In the picture you can also see the oil reservoir for the piston. An oil-impregnated shoelace licks the piston (made from an old bolt!) On each stroke.