What's the key to getting a sad sound out of a harmonica? It's three notes--but you've got to play them the right way. When you add in the rest of the blues scale, spend time in the woodshed working things out, and then play from the heart (rather than imitating somebody else's remembered sounds), you'll begin to make music.
With Adam Gussow of Modern Blues Harmonica. The harp used in this video is in the key of C.