Brother, I don't know about whistling personally--but I have read that the English longbowmen used to cut the feathers with notches or something to produce a whistling effect, for the purpose of instilling fear in the enemy when they hear thousands of whistling arrows raining down on them from hundreds of yards away.
The only thing I have personally done that I can tell you about, I did by accident. I made me some practice arrows and come to find out did not really put the right kind of fletching on them. When I shoot them, they kind of sound like a flu flu and make a sound through the air like they are shooting flames. This is because I used softer wing feathers from the wild turkey and twisted them so they arrows would spiral. I did not use the hard primary wing feathers. Also, I left the feathers too high and didn't trim them down enough. Anyway, that's the only sound I've ever been able to produce from an arrow. I am pretty sure the article about whistling arrows said they had notches of some kind cut in the feathers. I will read on it and post again if I find the article.
-Ol Matt