A harpist dipped his instrument off the end of a pier into the Menai Straits, as part of an experiment with the elements.
Mr Davies said the harp had come to the end of its life
Rhodri Davies said he wanted to challenge his audience with his pieces using wind, water and even fire.
The first harp was played by the wind, another was dipped in the water for the tide to "play" it, then a third was burned in a field.
The Bangor New Music Festival said it would offer "another dimension."
Mr Davies gave his first performance on Saturday at a terrace bar at the University of Wales, Bangor with sounds created by the wind vibrating the strings.
Then his water harp was immersed in the Menai Straits from the town's pier, where the strings were recorded vibrating with the moving tide.
In the evening the "fire harp" was featured at a playing field in the city's Deiniol Road.
Speaking before the event, Mr Davies said the inspiration came from the 1960s Fluxus movement of artists and wanting to use different elements from nature to create sounds.
He said: "I work with a sound recordist who has recorded amazing sounds from underwater creatures, so when the harp goes into the Menai Strait we hope to be able to hear the sounds.
"It is experimental art and it is hard to know what exactly will happen."
Pushes the boundaries
He acknowledged that some people could be uncomfortable with the burning of the harp, but said that was not his intention.
"I don't see the burning of the harp as something destructive because it has come to the end of its life, and it will make a sound again as it burns," he added.
Festival chairman, Dr Guto Pryderi Puw said: "One of the festival's aims is to present a cultural event that not only asks questions to the listener but also pushes the boundaries of experimental music.
"This series of performances certainly does that, and the whole day is expected to be exciting and engaging."
It is not the first time the festival has challenged the audiences.
In the past it has featured two musical works involving 111 push bikes and 100 metronomes, and also took a mini-opera out to shoppers.