Here is an album issued by Swedish Broadcasting in 1996
on Caprice Records
http://www.jamtlandica.com/documentary/pastoral.htm
which contains herding calls from Dalarna, and also
music made on cow and goat horns.

also you can find cow horn recording here:
Fully Rigged on North Side Records http://www.noside.com/
... - Bain, Aly / Möller, Ale
Ale Möller is one of Sweden's leading roots musicians, while
Aly Bain has paid plenty of Scottish dues over the years,
notably with Boys of the Lough. What brings them together
on Fully Rigged is the common ground between Celtic and
Nordic culture. On fiddles and many other instruments they
explore their heritage. On "Da Day Dawn,"for example, they
combine a Shetland New Year tune with a Swedish cattle call
(played on a cow horn) to beautiful effect. The tune is :
Da Day Dawn/Joskvarnleken (The Jos Mill Tune) /Da Aald Foula