I found out more about it, it wasn`t really whistle per say but a sounding box for sounds the person made.
There was a guy that would blow one at the Grand ol opry that went by the name Solemn Old Judge.
There`s a picture of him holding one about half way down this page.
http://www.hillbilly-music.com/programs/story/index.php?prog=200We are making one as we speak waiting for the glue to dry now.