I carry a Jetscream from Ultimate Survival in the little money/coin pocket of my pants/jeans.
It sits flat and is just the right size for it to not fall out.
I have it because I find myself working alone quite often, and I do a lot of bushwalking etc. So its there for when I want to attract attention.
6 Weeks ago I had an operation. I ran into some complications 12 hours after being released from hospital. I didn't have anything on me apart from my phone which didn't pick up enough signal to call. I was stuck for 90 minutes before I could attract my friends attention, so they could call the ambulance. There is only 2 other times in my life that I can recall being in more pain than this.
The next day the whistle went back into the pocket.

Its that small, the question is why not carry it.