I remember reading an article demonstrating that playing the didgeridoo, an Australian wind instrument (see this Youtube clip), could improve mild obstructive sleep apnea (OSA). More recently, a study came out showing that speech therapy may also improve OSA. These studies suggest that altering upper airway muscle tone may reduced OSA severity.
Last month's Journal of Clinical Sleep Medicine had an article about musicians and OSA. Dr. Ward and others surveyed musicians if they have OSA. The results showed that those musicians that played double reed wood instruments like the oboe, bassoon, and English horn, had a significantly lower risk of having OSA compared to those playing non-wind instruments.
The researchers theorize that plying specific wind instruments may improve upper airway musculature enough to reduce OSA - due to the way the musician has to purse their lips and make a buzzing sound into the double reed. Before you pick up a bassoon though, realize that the musicians surveyed were professionals, playing on average 16.5 hours per week. Apparently, double reed instruments are also notoriously difficult to learn to play properly. Using a CPAP at night while asleep sounds much easier to me!