We used privet leaves when was a kid; being evergreen, they were a bit more robust than your average deciduous leaf. Fold the leaf along the main rib, or as close as you can (it will snap); then make a slit by pressing a fingernail through it; then put your thumbs together, side by side, with the leaf in the gap between the knuckles and the fold towards you (you really need three hands to do this); then blow gently between your thumbs until you get a very loud squawking noise. I don't know anyody who could get any more than a wah-wah sound by moving their palms/fingers; I'd be interested to see someone play a tune (although I'm not sure I'd be interested to hear someone play a tune!)

It's a double-reed instrument, BTW, if you want to be technical - like an oboe.

Steve