You probably already found this one, but I saw this movie a while ago and thought it was interesting that the pipes were used to play zydeco. I haven't been able to find any other examples of bagpipes in Cajun music.

A Perfect World - No one in this movie, featuring Kevin Costner and Clint Eastwood, plays the bagpipes on screen, but a record is played that has a bagpipe on it. This comes near the end of the movie when Kevin's character is dancing with the farmer's wife. The recording is of a Cajun band playing a waltz called, Big Fran's Baby, composed by Clint Eastwood (no kidding). There is no mention of who was the piper.