In the Turangalîla Symphonie, it is an ondes martenot. It has a different sound than a theremin, which can be found in Miklós Rózsa's Spellbound Concerto. The theremin doesn't have as wide a range of sounds avaiable as the ondes martenot and it is harder to achieve fixed pitches. The ondes martenot is sometimes used instead of a theremin in some pieces because the theremin is so difficult to play, much like Bohuslav Martinú's Fantasie. One more thing. The ondes martenot is played with touch, whereas the theremin isn't.
If you are interested, listen to GFF Radio this Friday at 10 PM eastern time. A piece will be featured with the ondes martenot, and, directly after, a piece with the theremin will be featured. It will be easy to hear the difference in sounds.