Oh, the foghorns... even the foghorns, they're all brass. It's something by Ingrid Marshal called Fog Tropes. It's not a sound effect. It's an actual piece of music. If you listen to what's going on after he has a flashback about his wife you'll hear... it sounds like the humpback whales in a way. But it's all music. And we use it again later, too.
Martin Scorsese