From Wikipedia. “In his autobiography, Marching Along, Sousa wrote that he composed the march on Christmas Day 1896. He had just learned of the recent death of David Blakely, then manager of the Sousa Band. Sousa was on a ferry in Europe at the time, and he composed the march in his head. He committed the notes to paper on arrival in America. Although he would conduct performances of it at virtually every concert until his death, only one recording of a Sousa performance, made in 1909, is known to survive today.”
That piece of music, is of course, the Stars and Stripes Forever.