I've built musical instruments since I was a kid. I'm not a wind instrument player, so I tend towards stringed instruments or percussion instruments.
Many very simple to construct and play instruments can be built "sustainably" from old junk or recycling.
"Canjos" are easy and fun. A canjo is a banjo style instrument made generally of an old can, a stick, some string/wire, and a few bits of hardware:
http://www.instructables.com/id/Making-a-Canjo/
The "wash tub bass" is a one string instrument made of a metal wash tub (or other suitable barrel, suitcase, car gas tank,etc) , a stick, and a piece of weed whacker string.
http://www.otherpower.com/washtub_bass.html
https://www.youtube.com/watch?v=FPk12iuv-gQ
Percussion instruments are easy, as anything that can be hit or stuck together is a percussion instrument.
Basically any hollow object with a membrane of some sort stretched across it is a drum.
I've walked through the woods many times and "played" the trees, logs, made whistles out of blades of grass,etc.