Planned Obsolescence

I like listening to old 10,000 Maniacs. One of my favorite songs is "Planned Obsolescence" which I can't find on youtube! I really want to know how they made the weird sound that's throughout it. I considered theremin, but I don't think it's theremin. Anyone out there on the internet know what instrument it is? I asked my friend J who knows a lot about music, and he thinks it might just be a guitar effect. But I've never heard anything like it.