If you’re wondering “why a whistle” and not something more pleasing like a nice guitar riff or hurdy-gurdy: early trains ran on steam. It’s very simple (a valve, some string, a piece of pipe, and a hacksaw) to add a driver-controlled whistle to a steam engine. You just plumb the whistle into a steam line with a small valve, and stick on a pipe with a cut-out, and you get a whistle. They are simple and cheap, robust, loud, and require pretty much no maintenance.
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