Wellll...calling it music might be stretching it just a bit. There is, however a kind of lobster that produces a very loud rasping buzz. Why these creatures make the noise is largely unknown, but it is believed to be a deterrence to predators. It could also serve as a warning to potential predators who have previously encountered the lobster's spines at the base of the antennae, which can do considerable damage. The noises are not believed to be a communication between lobsters, because as far as can be determined the lobsters are completely deaf to their own music.
The lobster in question is not the clawed variety of lobster, but rather members of a family known as the Palinuridae, or spiny lobsters. These lobsters are clawless, having instead two long antennae as their most striking feature. The base of each antenna (where it meets the head) is thick and spiny, hence the common name. They are often marketed as rock lobster or New Zealand lobster.
It's interesting how this creature actually produced the noise. It was long thought to be produced similarly to crickets and cicadas who make noise by "plucking" spikes or ridges on their legs or wings..much like drawing a fingernail over the teeth on a comb. Shiela Patek of Duke University recently discovered however, that spiny lobsters create their sound in a very different way. The make noise by drawing a bow across a vibrating surface, much like a violinist drawing a rough bow over the vibrating strings of the violin. The "bow" in this case is the plectrum, a series of flattened ridges emerging from the base of each antenna. The lobster draws these ridges across an oblong lump on each side of it's head to create the loud buzzing noise.
The benefit of this system over the "plucking" system used by crickets becomes obvious when one looks at the periodic molting that the lobster does. Lobsters, like all animals with exoskeletons have periods of time when they are not protected by the tough shell, when the old shell has been sloughed off, and the new shell is not hardened yet. If the plucking system of noise production was used, the lobster would be mute during these soft shell times. The method that the spiny lobster uses however, relies on friction to create noise, and soft surfaces rubbed together create noise just as well as hard surfaces, so the lobster is never without it's irritating buzz.