Ministry - "Filth Pig"
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Harmonicas are in short supply in metal. Considering metal's undeniable blues lineage, the music could certainly use more harp, when done tastefully. We're talking about doing the instrument justice – not hacking on it like The Pretenders' "Middle of The Road".

Harps do show up in metal. Black Sabbath's first album included a prominent harmonica riff and solo in "The Wizard" (discussed here). However, you rarely hear harp in metal anymore, despite the instrument's ability to wail, scream, moan, and sound downright evil.

When a harmonica does make an appearance, it's often in the most unlikely places, like Ministry’s "Filth Pig". Al Jourgensen plays a decent solo about halfway through the song (3:31 above), although his decision to smoke cigarettes and blow harp simultaneously is ill-advised.

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Clutch - "Electric Worry"

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A more classic example would be Five Horse Johnson harp player Eric Oblander's stellar accompaniment playing and drop-your-jaw solo on Clutch's "Electric Worry", which skirts as close to blues as possible. Harmonica virtuoso Nicky Shane also plays what he calls "Heavy Metal Harmonica" with his band the Psycho Surfers.

The lack of harp in metal hasn't gone unnoticed. YouTube virtuoso Håkan Ehn of Stockholm, Sweden translates classic metal songs into harmonica. Check out his take on Sabbath's "Iron Man" and "Paranoid", together here. He's also deftly crossed the line between blues and metal in a piece he calls the "Heavy Metal Harmonica Boogie". Finally (and perhaps most impressively), he's turned Metallica's "Enter Sandman" into a solo harmonica piece.

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Håkan Ehn - "Enter Sandman"

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We've had saxophones, mandolins, conch shells, and Moog synthesizers in metal. Why the shortage of harmonica, an instrument that perhaps rivals the human voice in its limitless capacity for expression?

— Justin M. Norton