As it turns out, the "Wild Wild West" episode mentioned by Mike Walter
readily available on YouTube; the piano appearance begins around
time 9:00: https://www.youtube.com/watch?v=YWdpak8LoWo
 

There is another interesting mechanical audio device in the same
episode. At about 35:20 one of the heroes assembles a tiny machine
from pieces he pulls out of his pockets. It's my guess we're intended
to take it for a tiny phonograph. It plays a recording of a woman
laughing which decoys the bad guys into leaving their post and so the
hero gets out of a tight spot.

A question: Is that the screenwriter's fantasy? Or are there really
phonographs that fit into the palm of your hand?

Lee Rothrock