The shofar is made from a ram's horn and has been used since Biblical days. It is played especially at Rosh Hashana and Yom Kippur.
The Tekiah is a long sustained blast.
The Shevarim consists of three broken blasts (shevarim means broken).
The Teruah sounds the alarm and is at least 9 quick short notes.
The Tekiah Gedolah is a VERY long sustained blast.
There is some uncertainty about which of the Shevarim and Teruah are supposed to be played at festivals, so generally both are used.
Listen to them on the video below - way more musical than a vuvuzela!