I can only contribute German expressions, of course, but here goes:
French Horn: "Glücksspirale" ("Spiral of fortune", name of German lottery), "Rollmopsposaune" (Rollmops: rolled and stuffed fish filet soaked in vinegar, Posaune = trombone)
Baritone saxophone: "Güllepumpe" (Gülle: farmer´s expression for fluid taken out of stables and spread over fields, Güllepumpe being a mechanical device with hose dimensions similar to a barisax to carry out such task.
Tenor sax: "Staubsauger" (Vacuum cleaner)
Clarinet: "Wimmerpin" (Wimmern = to whimper, whine; Pin: small, pointed stick (NOT: needle-formed device to put drawings on walls), "Kohlstrunk" (what remains on the field when you harvest white cabbage: the cabbage´s trunk)
Tuba: Waschmaschine (about the same in English)