How can I play the bagpipe without running out of breath?

You can try circular breathing, it is a form of breathing used by players of wind instruments. This breathing technique is achieved by breathing in through the nose and breathing out air through the mouth. The cheeks store air. You inhale and exhaled simultaneously.

Circular breathing is done by first inhaling and exhaling through the nose to fill your lungs with air then you fill your cheeks with air too. After that, you begin to exhale through your mouth until you exhaust the air in your lungs then you repeat the process. Remember that you need to practice as often as you can. In no time, you will have little or no problem with breath control.