The only time I've heard bagpipes in real time was at a funeral 5 years ago. The musician played a farewell at the end of the funeral, and while playing walked down the isle from the casket, out the door and down the street where the sound faded to zero. I guess he was simulating walking away with the dead man's soul to the great unknown. But where I heard him finally fade away was in front of an auto insurance sales office. By the time we left the ceremony, he was nowhere in sight.