In the past few months, we have covered plenty of cool musical robots. This Bagpipe Playing Robot is one you can make with an Arduino Mega 2560. It has a hand with moving fingers to play the notes. The developer used the design of 3D printed prosthetic hand Raptor-reloaded to complete this project.
You are going to need a battery, bagpipe chanter, MOSFET board for Arduino, and a few other simple parts and tools for this project. More info is available on Instructables.