I carry a "Storm Whistle" - it's reported to be twice as loud as any whistle that can be blown by a human. REI sells them, they have two chambers, cost about $5 and come with a lanyard. I can report from personal experience they are very loud, if you get one and want to try it out wear hearing protection.
Here's a list of the agencies that use these things -
Special Forces Fort Bragg, North Carolina
U.S. Dept. of Agriculture
U.S. Dept. of the Interior
U.S. Coast Guard, Washington, D.C.
U.S. Naval Destroyer, U.S.N.S. John Ericsson
U.S. Aircraft Carrier, U.S.S. Enterprise
U.S. Army Troop Support Avionic Command, St. Louis, Missouri
Park Forest Police Dept., Park Forest, Illinois
NFL Referees
Yuba City Police Dept., Yuba City, California
Emergency Survival Systems, Sunnyville, California
Disaster Solutions, Venice, Florida
Dive Rescue, Fort Collins, Colorado
New York Police Department
Chicago Police Department
Fort Worth Police Department
Atlanta Police Department
Red Cross
Read about them here.