Unlike just about every other instrument, this one you don't touch. It's notoriously difficult to master. I mean, there's no keys or anywhere specific to put your fingers or any physical feedback like tension for Pete's sake! The player relies solely on her ear.
You can hear it during this scene from The Lost Weekend where the actor gets hallucinations from alcohol withdrawal. It was often used for eerie atmospheres.
Apparently the instrument became popular amongst avante-garde musicians. Lydia Kavina was protégée of Léon Theremin who invented the instrument. She has played for ballets and other performances. Players are called thereminists. It's really quite surreal to watch.