A mystical device employed by a pair of classic Nintendo characters in two classic NES games.
In Super Mario Brothers 3, Mario can blow a warp whistle and summon a whirlwind that will wisk him away to mysterious Level 9. From here, a series of pipes will warp him to a later level (or an earlier level if you choose).
The first warp whistle in found in 1-3. If you crouch on the white block in the center of the stage for a few seconds, you will soon fall into the background. Run to the goal, and you will be awarded the first whistle.
The second whistle is in the first mini-fortress. Instead of taking the door at the end of the lava-laden room, fly up over the screen and open a hidden door to the far top-right. The second whistle is in this secret room.
The third whistle is in the Desert world of Level 2 (known to Mario fanatics as the Koopahara Desert). Break the boulder in the top-right of the main map with a hammer you received from defeating a Hammer Brother. The third whistle is in the Toad's House to the far right.
Note: It is possible to reach World 8 after only a few minutes of playing. Retrieve the first two whistles. Use the first one, and then use the second one while you are in World 9. You will be taken to the World 8 pipe.
Our old buddy Link also has a trusty warp whistle in the Legend of Zelda. Interestingly enough, Link's whistle also summons a whirlwind that wisks him away. Apparantly this was the vogue thing for magic whistles to do back in the mid-1980s. However, Link's whistle had other uses. It could be used on offense, such as causing a Digdogger to split apart. Or it would often reveal secret areas, like the Level 7 labyrinth in the empty faerie pool.
One final note: Dr. Light mentions something about Protoman's whistle at the conclusion of Mega Man 3. We know Protoman's theme opens up with the sound of a whistle. Whether or not this was an actual thing that he possessed is open for debate. Ok, I think I'm done talking about whistles in 8-bit games, at least for now.