This strange instrument is not brass, but it is indeed a a wind instrument as copious amounts of wind are needed to make the bells resound   It  was made in the Marneukirchen region of Germany and  called a "Schalmei" or "Schmaeien"- and sometimes a Signal Horn or "Martin-Trompete" (one is reminded of the multi-bell air horns on a train locomotive!). Each of the five bells has a reed blowing at a different pitch.  The mouthpiece is used merely to blow into- not as a source of vibration. There is a piston valve at the bottom which lowers the pitch of 4 bells by one step - the long bell remains as a drone. These Schalmeis have been made in many different sizes and Schalmei marching bands have been seen in East Germany in tearly to mid 1900s.  Scroll down to see what may be the largest of these instruments (13 Bells); a couple of photos of Schalmei bands (in uniform and in civvies) early 1900s; and  a recent pic of a modern Schalmei band using these instruments. These play really loud most of the time as a fair amount of wind is needed to get all bells resounding!   See also my Soprano Schalmei.