Also known as tinwhistles or just whistles, pennywhistles are very popular in Celtic music.  They also show up in musical theatre scores on occasion.  Brian plays a combination of Generation whistles and Susato whistles.  The Susato whistles are made out of ABS plastic in North Carolina.

From left to right: G Generation, F Generation, Eb Generation, D Susato, C Generation, Bb Generation, Low D Susato