I'm not certain if the music was originally classical etc but the song itself is called "When Johnny Comes Marching Home" with its origins in the American Civil War.
You might have heard the same music (When Johnny Comes Marching Home) in Die Hard with A Vengence...
they play it as while the bank is being brocken into.
it was also in some old war film but die hards where i know it from.
hope this helps