Philadelphia's own Rufus Harley plays jazz bagpipes. I've heard him and he's good. Here's what Mark Keresman had to say in http://www.jazzreview.com/cdreview.cfm?ID=1873 about Rufus' 2000 release of The Pied Piper of Jazz:
CD Title: The Pied Piper Of Jazz
Year: 2000
Record Label: Label M
Style: BeBop / Hard Bop
Review: Rufus Harley may be the only American jazz musician to focus almost exclusively on the Scottish bagpipes (he occasionally plays saxophone, too). Perhaps this has limited Harley's visibility-some might consider him (or his pipes) a "novelty." But the man is quite serious about the pipes as an expressive jazz instrument, and this compilation-taken from some of his '60s albums on Atlantic-is the proof. (As further proof, Harley has appeared on albums by The Roots and Laurie Anderson, in his post-Atlantic career.) He draws an earthy, soulful wail from his instrument, placing it solidly into a soul-charged hard bop context reminiscent of Bobby Timmons and early-'60s Herbie Hancock. On "Bagpipe Blues" Harley draws from his pipes a drone that recalls not only the highlands of Scotland, but also the sidewalks of Marrakesh and the yearning wail(s) of Coltrane and Bechet. Other tracks on this collection include Harley as a featured guest with other leaders: Sonny Stitt ("Pipin' The Blues," a soul-jazz cooker featuring the organ of Don Patterson--some robust Stitt here, too) and Herbie Mann (the magnetic "Flute Bag," from Mann's great live "Whirling Dervishes" album, which ought to be reissued). Nice stuff--hopefully this compilation will bring Harley some long-overdue recognition. (He's still active--contact him at: 6116 Magnolia St., Philadelphia, PA 19144.)