The Maltese bagpipe (zaqq) is basically a dog with the original yapping mechanism replaced.
Here is a description from the early 19th century quoted in Pullicino and Camilleri's "Maltese Oral Poetry and Folk Music" (Malta University Press, 1998, ISBN 99909 44 18 0):
The bag is the complete skin of a large dog, exhibiting besides the body, the appliances of head, legs and tail to boot. A bullock's horn is fitted to the mouth and punched with the requisite number of holes for playing. The big end is outwards, and the horn closed at that part. A small pipe is inserted into one of the forepaws, and with this the performer fills the machine. He carries the thing under the left arm, belly up, and so carefully has the shape of the animal been preserved that it looks for all the world like a live dog, or a wild mountain cat, squeaking in new and strange sounds.
They say the best account of the instrument is in Partridge and Jeal, Galpin Society Journal, XXX, 1977, pp.112-144. It's usually accompanied by a large tambourine and often also a friction drum. The scale seems to be five notes, ABc#de. Despite the description above, the illustration from the same 1831 book shows the chanter emerging from the dog's arsehole while the blowpipe goes into a back leg. Pullicino and Camilleri include several old photos, none of them very clear about any of the musically important details (it seems to have two fingerholes for each hand). I asked about recordings of the zaqq when I was in Malta early in 1999 but there don't seem to be any, nor did I get to see a zaqq in the flesh (or rather, fur).
I have seen the friction drum in use, by a Maltese folk group that visited Edinburgh in the early 1990s. It was held at waist level with the stick projecting upwards and forwards at 45 degrees. I will leave it to your imagination what the playing technique looked like.
A zaqq tune, in ABC notation (see http://abcnotation.org.uk/).
The tambourine beating (also given in the book) tracks the tune very closely (no cross-accent surprises) but doesn't mark exactly how the instrument is struck; there's probably a greater variety of sound than with typical British tambourine technique.
This is based on an article posted to uk.music.folk, rec.music.makers.bagpipe and rec.pets.dogs.misc in 1999. I'd have liked to crosspost it to rec.games.scrabble but there wasn't any such group.
I received some useful updates and corrections to this by email early in 2009.
I just thought I would let you know that the zaqq has indeed experienced a serious decline. The last player of the old school Toni Cachia died in 2004. Fortunately before he passed away he was able to pass on much of his knowledge as a player and a maker to a worthy disciple Anna Borg Cardona. She wrote about the instrument and Toni Cachia in a short article in the Galpin Society Newsletter of October 2004.
The second email is from someone who plays it:
It was most unfortunate that you had not the opportunity to see and hear the zaqq but at the time there was only one old piper left, whom sadly died in 2003, his drummer is still alive though. [An ethnographer] managed to track him down and have succeeded in preserving both the technique on how to make a zaqq and the tune played by the old man. This was done in 2002.May I point out certain mistakes or inaccuracies in your webpage regarding the zaqq. The chanter does go in the neck, and the blowpipe goes in the nearest front leg to the piper. Iz-Zaqq is played under the left arm. The best study carried out on the bagpipe is still regarded to be the journal you mention from the Galpin Society when at the time there were several old men still playing, the last time that the zaqq was played publicly was in 1950's at Imnarja (28 June -Feast of St.peter and St.Paul).
The Zaqq is classified as an Aegean offshoot even though it resembles the Tunisian Zukra in bag construction. This is because attempts at classifying bagpipes have been done by classifying their chanters ("Bagpipes" by Anthony Baines). The Maltese chanter looks more like an Aegean chanter. It must be noted that the word certainly comes from Tunisia where Zukra means tummy, just as zaqq means tummy in Maltese. Furthermore, there was a family of pipers in Birgu who called it zokra which in Maltese means belly button.
The Maltese chanter is a double pipe, common-belled equal holed chanter, even though in the previously mentioned book it is mentioned as an unequal hole chanter. it has L1 R5 hole arrangement, though the bottom-most hole in the right cane is never closed, thus effectively playing 5 notes on the right and 2 on the left.
A word about the Maltese tambourine, there is in fact a unique technique in how to play involving the fingertips, wrist, elbow, knee and chin. It is said that a zaqq player without a tambourine player is useless, because the tambourine player has to play the tambourine in an agile and eye catching way.
And a recent article describes how tha bag is made: Anna Borg Cardona, Making the Maltese zaqq bag, Chanter, Journal of the Bagpipe Society, UK. (2005, Winter) pp.22-28.