The first police forces in England gave their officers a wooden rattle to draw attention when they needed help. In the 1880s, when it became clear that the rattles were not loud enough, they were replaced by the Acme Police Whistle.
The owner of the Acme company invented it after he heard the screeching sound made when he dropped a violin on the floor and smashed it. He said that the sound is really high pitched and loud and is not like anything else. That is why people would know it was the police as soon as they heard it.