This is just 1 example of the famous Aborigine instrument, the didjeridu (spellings vary). Traditionally, this instrument is made out of a eucalyptus branch that has been hollowed out by termites. The player uses a technique called "circular breathing", whereby you breath in through the nose and store air in the cheeks to prevent interruption when playing, to create the unique sound known the world over. In the "Simpsons" episode, Lisa wants to send home a didjeridu as her souvenir but Marge prevents it, and the instrument can be clearly heard in the closing credits to that episode.