This strange instrument is certainly a wind instruments but truly musical it is not!  It  was made in Germany and apparently called a "Shawm" or "Schmael" and is also referred to as a "signal" horn. Each of the four bells has a reed blowing at a different pitch.   The first two valves play different tones using two bells each, and the third valve plays a combination of all tones.   The sound produced is raucous - perhaps best employed at an European football match!!  It is a stretch to call these musical instruments, but they have definately been used in bands.  The "musician" merely blows into the mouthpiece to activate the reeds- much like a harmonica.  

Shawms have been made in many different sizes and marching bands have been seen in East Germany in the 50's. In recent years these instruments have seen a revival and it is reported that competitions between such bands have been held.  Scroll down to see what may be the largest of these instruments (13 Bells) and a couple of photos of shawm bands (in uniform and in civvies) early 1900s. These play really loud most of the time and a fair amount of wind is needed to get all bells resounding!   See also my 5 Valve Shawm