Goldfrapp use an instrument called The Theremin in a few of their songs. In the video below you can see the singer Alison Goldfrapp using it at some points in her songs.
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Here is a definition of the instrument from Wikipedia
The theremin, originally known as the aetherphone/etherophone, thereminophone or termenvox/thereminvox is an early electronic musical instrument controlled without discernible physical contact from the player. It is named after its Russian inventor, Professor Léon Theremin, who patented the device in 1928. The controlling section usually consists of two metal antennas which sense the position of the player's hands and control oscillators for frequency with one hand, and amplitude (volume) with the other, so it can be played without being touched. The electric signals from the theremin are amplified and sent to a loudspeaker.
The theremin is associated with a very eerie sound, which has led to its use in movie soundtracks such as Miklos Rozsa's for Spellbound and The Lost Weekend and Bernard Herrmann's for The Day the Earth Stood Still and as the theme tune for the ITV drama Midsomer Murders. Theremins are also used in concert music (especially avant-garde and 20th- and 21st-century new music) and in popular music genres such as rock. Psychedelic rock bands in particular, such as Hawkwind, have often used the theremin in their work.
I remember seeing Goldfrapp at a festival several years ago, and thought they pretty much sucked bar 2 songs, but I remember seeing Alison waving her hands infront of this weird box thing and having no idea what it was. Now I do.