Shehnai is a wind instrument usually played in the folk music of North India and has very strong associations with weddings, where it is considered especially lucky. It is also played when the bride leaves his father's place but this time it sounds sad.
Shehnai and Ustad Bismillah Khan have become a synonym in India. He is credited with exceptional skill and with classical music in Hindi film songs, this instrument became a part of many songs, to some reviewers and fans, came as close to making the instrument "talk" as is possible. Surprisingly he played this instrument in only one film "Goonj Uthi Shenai" released in 1959. Dave Mason plays one on The Rolling Stones' 1968 song "Street Fighting Man."
The film narrates the story of a Shehnai player and features shehnai recitals by maestro Ustad Bismillah Khan throughout the film. There is also Jugalbandi between him and Sitar player, Abdul Halim Jaffar Khan.
The film opens, naturally, with music, as Raghunath Maharaj (Ulhas) is doing his riyaz (musical practice) in a temple. Suddenly he is accompanied by the melodious, dulcet tones of a shehnai. He goes to check who the player is, and discovers it's a young boy, Kishan. The overjoyed musician immediately takes Kishan home, and under his wing, to train him in the ways of music.
Raga - Kedar - Jugalbandi-2 Goonj Uthi Shehnai
This instrument is beautifully explained in the song "Kya Ajab Saaz Hai Yeh Shehnai" sung by Mohammad Rafi, written by Rajendra Krishan for the 1964 film "Shehnai"