Back in the 1970's an old flier had an Eys Ball that would give a high-pitched whistle when he flew at it's highest speed.

What he had was either a spent rifle casing ( a cartridge that had been fired)
mounted on a wingtip or a pluged bit of brass tubing mounted the same way.

Does anyone have any information about how to do this?

Have you tried a "squeaker" from a dogs chew toy? can be very small without the squeeze bladder.

It's the same idea as how you get a whistle over the top of a pop bottle when you blow. The tone produced is a function of the length and volume of the tube. The tube needs to be sideways so the airflow blows over the end cleanly and out where the airflow isn't greatly disturbed.

I'd use aluminium tubing rather than brass. Or even a hard plastic. Soft tubing won't work well or not at all as it'll tend to soak up any resonance. Play with different diameters and lengths by merely blocking one end with a finger and blowing over the end of the other.

One idea is to play with maing the end like a T fitting. But a T where the long tone maker fits through the side of the cap of the T part way. I'm thinking that a short T cap of this sort will aid in directing the air over the opening and produce a more reliable whistle. Or I may just be full of hot air...

Some of the throwing toys have them, such as the Nerf Ball Howler.

Reminds me of the Whistler Tips people were putting on car mufflers

http://en.m.wikipedia.org/wiki/Whistle_tip

If you havent already seen it, search YouTube for Whistler Tips for a funny news report.