Here’s a clip I’ve been looking for some time now - always wanted to know:
Here’s the clip - what say?
* What whistle is that?
Looks like a regular old-style Generation, or any of many similar whistles at the time.
* Is He really playing it?
No. Especially not when he’s using just one hand. 
* Is he only playing some of it?
Maybe. But what you hear is not Harpo’s on-screen playing.
* In the bits he is not playing - What is the other whistle?
The whistle parts from 00:12 to 00:52 in the clip are played on an Eb whistle. The rest is played on a D whistle.
* How did they do all that, considering that, at that time, there was no recourse to overdubs
Why not? By 1937, performing to a pre-recorded track and/or re-recording in post- production was old hat.
* Is it as good as ITM?
There’s way too much tonguing. It sounds almost as bad as Brian Finnegan or Donncha O’Briain. 
Some good jazzy-bluesy chromatic playing though, by whomever is actually whistling. Plus Ivie Anderson, the Duke Ellington Orchestra, and the Lindy hoppers. Great stuff.
The key lesson here is that by the end of the sequence, Harpo trades his whistle for a pitchfork. C&Fers take heed!
I don’t know which whistle it is.
He’s not playing for sure. See seconds 00:30 till 00:35…
I particularly don’t like it 
Regards,
Martin
There’s also quite a bit of standard piccolo standing in for the whistle… check out the chromatic scale at the 2:17 mark.
Aha, I thought so. Milli Vanilli rock on!
It was an old Harpo Marx bit. I think Harpo was actually a good musician on some instruments, as were others of the Marx brothers. However, they played it all for laughs. Since it was overdubbed and rerecorded, what difference does it make? 
MTGuru mentioned that it was Harpo. Missed that first time through.
I think you’re probably wrong, David. I can play that chromatic riff on a regular old D whistle. And if I can do it, I’m sure the talented musician who recorded the whistle part could do it also. With your saxophone background, I’ll bet you can, too.
I happened to catch “A Day at the Races” last week on TCM. Good stuff!
Harpo was a good musician, as was Chico, perhaps not classically trained but he did play several instruments well enough to be entertaining in live performances by the brothers. I believe Harpo played the clarinet, so why not the whistle? True enough about the overdubbing though.
Feadoggie
It looks like my shaw in the mouthpiece. 
But I don’t know what an old generation looked like and the guys here are much more versed in knowing those things than I can ever be.
I think it’s neat that they used a whistle to play something other than Irish Music.
There were loads and loads of different whistles available during the second half of the 19th and early part of the 20th century.
Here are just a few examples of one type:
I almost immediately replaced the image originally posted, MT below reacted to the original one and the apology for the point and shoot quality while I was editing.
Yes, Peter, those are what I was thinking of. That’s a very nice collection. 
And even your point and shoot photography is excellent. 
Many thanks! I am now suitably, if partially, edified.
Next Question:
When was the last session you attended that made the house rock like that?
Thats mighty whistle playing!
What whistle is that? As most suggested already, it’s probably a Generation or Clarke. I’m sure there was a US company churning out those things too.
Is He really playing it? Doesn’t look like it…
Is he only playing some of it? He seems like he knows what he’s doing but I’d guess that there was another player standing close to a microphone to get the fuller sound.
In the bits he is not playing - What is the other whistle?
Probably a Thornton 
How did they do all that, considering that, at that time, there was no recourse to overdubs and it was all recorded during the performance?
Overdubs would have been possible alright but only in rare cases. I’d say there was a small orchestra behind the cameras playing in sync with the action on the sound stage.
Is it as good as ITM? What is? 
Tommy
Harpo Marx as a great harp player.
Doc
Yes he was. He played a Lyon and Healy Style 23 Gold. To top it off he had very little formal training (although the exact amount is under dispute on harp message boards).