An artwork that is both instrument and conductor? Yes, if it's Alexander Calder's.
In collaboration with Tate Modern, the Calder Foundation and Earle Brown Music Foundation presented last year a visual musical performance of Earle Brown's Calder Piece (1963-1966). A standing mobile, Chef d'orchestre ("The Conductor") is played by and also conducts four percussionists.
In the video below, Gryphon Rue explains the details of Brown's composition, which was performed in New York City on January 9, 2016, by Talujon Percussion Quartet. Rue curated the performance.
Here's a shorter, TateShots video of the performing sculpture during its United Kingdom premiere in November 2015:
Heavily influenced by Calder's work, Brown (1926-2002), creator of a style of musical construction called "open form" (also called "mobile" compositions), composed his one-of-a-kind score for 100 percussion instruments. Four percussionists set the mobile in motion by striking it, and then they "play" the instruments variously as they "read" (that is, visualize or interpret) Chef d'orchestre's movements. Pitch and rhythm are denoted by graphical symbols in the score. No two performances of the composition are ever the same.
The premiere performance of Calder Piece, commissioned by the Percussion Quartet of Paris, took place at Theatre de l'Atelier, Paris, in early 1967.
Achim Borchardt-Hume, Ed., Alexander Calder | Performing Sculpture (Yale University Press, February 2, 2016) (Thomas Fichter contributes a chapter on Chef d'Orchestre and Brown's Calder Piece.)
See inside the book at GoogleBooks.
Earle Brown Profile at Edition Peters
Tom Service, "Performing Sculpture: Calder's Mobile Comes in for a Hammering", The Guardian, November 16, 2015
Holly Williams, "Alexander Calder: The Artist's Grandson Explains Why His Mobiles Are More Than Just Toys" (as published in The Independent, November 2, 2015)