If anyone was going to invent a Theremin that you could control with your mind, it'd have to be someone from the Elephant 6 collective, right? According to a possibly-not-joking press release, Apples in Stereo frontman Robert Schneider has done just that. Scheider has invented a device he calls the Teletron, which allows the user to play an analog synth completely through brain activity.
The Teletron combines a vintage Moog with a Mattel toy called the Mindflex. Quoth Schneider: "Experimental composers like Alvin Lucier and Pierre Henry used EEG sensors to make brain-controlled music as early as the 1950's. What is cool about the Teletron is that you can go out and buy this toy and make this simple mod, and mentally control your own synthesizer at home."
In the first of the two videos below, Schneider, strapped to something that Doc Brown from Back to the Future could've come up with, demonstrates how to use the Teletron. ("The higher the intensity of my thoughts, the more brain activity I have going on, the higher the pitch. The less brain activity, the lower.") And the second video gives you written instruction on how to make your own Teletron at home. Have at it!