air horn
A trumpet-shaped device that makes a loud sound when air or other gas passes through it. Commonly seen in the form of a plastic horn attached to a cylinder of compressed gas, small enough for most critters to carry in one hand. This type is often used by one character to surprise another.
Can also apply to the larger metal horn(s) on a locomotive or large truck, which are supplied with air from an onboard compressor. This type is used by the driver to warn other vehicles and pedestrians.