The haunting sound that Roman soldiers would have heard from their Celtic enemies before battle was produced by the Celtic Carnyx. This ancient wind instrument was used by the Celts during the period from 300 B.C. to 200 A.D.

According to the Greek historian Polybius, the Carnyx was employed in warfare to rouse troops to battle and to strike fear into the hearts of their opponents. Due to its significant height, the instrument's sounds could carry over the heads of those engaged in battles or ceremonies...

Source @STFN