That sound's called a slide whistle; I bet you could find it somewhere though.
For that matter, I don't know the name of the track that the honky-tonk and slide whistle excerpt is from, but I know I've seen it on the
Jordan Rudess Online Conservatory, in the section of the site where he has some clips up from his Keyboard Madness DVD. In that clip, he's going through his own parts, so there might be an exposed version of the slide whistle you could sample.
Really though, it's a common enough sound, so I bet it'd be easy enough to find somewhere else too.