I scolded my milkman recently for not being a proper milkman; he doesn't whistle. He riposted that his father sings as he delivers the milk, and his uncle whistles; not good enough, I say.

I've always wanted to be able to give that piercing whistle they call a catcall; my father tried to teach me, explaining that you stick two fingers horizontally in your mouth from the sides, curl your tongue backwards against the ridge behind your teeth, and blow - but I've never caught it.

Apparently Andrew Bird whistles, as well as singing and playing the violin, but I haven't yet succeeded in hearing any of his music.

Obviously I should visit the Canaries, where they have a special whistling language:

http://www.cnn.com/2003/TECH/science/11/18/whistle.language.ap/

(includes a soundfile of the language)

and:

LA GOMERA ANECDOTES [Thanks to K. Beesley and M. Kuha]

- Reportedly, some of the commonly used silbo introductions have
been picked up and repeated by birds.

- "My brother was once hiking around Gomera with a friend. They ran
out of drinking water and asked a local person for some. This
person said she didn't have any (it was a very dry area!) but her
neighbor up the mountain could help. "I'll let her know you're
coming" she said, and whistled up the mountain. They walked up the
mountain. My brother walked ahead and arrived first. When he got to
the house, a stranger sitting there said: "Ah, there you are. The
water's right around the corner there; but where is your friend?"

http://www.linguistlist.org/issues/6/6-1319.html