Shepherd's whistle
They are also produced commercially. Simple whistles may cost less than 1 USD in bulk; expensive ones may be quite ornate. They are commonly made of plastic, aluminum, stainless steel, silver, brass, titanium, Corian, jade, buffalo horn and other materials.
Nose whistle
A nose whistle (also called a "noseflute") is a wind instrument, usually made in wood, but also available in plastic, clay and sheet metal, probably of South-American indigenous origin. In spite of its ethnic background, several models have been conceived and patented in the 19th and 20th centuries. 
The nose blows air into the instrument's open nosepiece, from where it is channeled through an airduct, towards a rather sharp edge of a slit, positioned over the player's mouth opening. This edge helps creating a vortex that excites the acoustic field into the player's mouth cavity. Since the volume and shape of the mouth cavity can be widely and quickly controlled by the player, a wide range of playing frequencies are possible. This high playability of such sound instrument probably explains the fact that it is usually called "noseflute", rather than nose whistle.