There's one, at least.
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Well said, but actually not fully true, as whistled speech is used in many parts of the world, although it's probably fair to say that nowhere as much as in Gomera (Spain) and in Kuskoy (Turkey), where up to now one had to go to learn it.
However, it can now also be learned from the comfort of anywhere in the world, thanks to Italki (filed as one of the options under "Other").
Yes (as far as I'm concerned) Gomero whistle is not a language, but a way of articulating the Spanish language. Instead of speaking Spanish, you whistle it haha.
It must be really cool to learn how to do it. However, I guess you'd have to go to La Gomera to find who can teach you. Because.. well that's the rub, it is only spoken there and it is a tiny island.