https://www.scientificamerican.com/article/whistling-sling-bullets-were-roman-troops-secret-weapon/
Some 1,800 years ago, Roman troops used “whistling” sling bullets as a “terror weapon” against their barbarian foes, according to archaeologists who found the cast lead bullets at a site in Scotland.
Weighing about 1 ounce (30 grams), each of the bullets had been drilled with a 0.2-inch (5 millimeters) hole that the researchers think was designed to give the soaring bullets a sharp buzzing or whistling noise in flight.
There was also a whistle that was carried by Roman cavalry to disorient and terrify adversaries, and a broken partial example was found I think in Scotland. It’s around here somewhere, lurkin’ in the FRchives.