"When The Saints Go Marching In" is another simple tune which makes a good note-learning exercise on the piano, also helping you develop your familiarity with the finger numbers. Learn and memorize it in C, F, and G, hands separately and hands together. Luther G. Presley. He Wrote 'When The Saints Go Marching In' For $5. By BOB SALLEE Arkansas Democrat-Gazette, April 21, 1998. Virgil O. Stamps composed the famous melody in Dall as one day in 1937 and Luther G. Presley penned the immortal lyrics at his rural Arkansas home in White County. Louis Armstrong - When The Saints Go Marching In high quality sheet music available for download. FreeÂ sheet music and lyrics for the traditional sacred song, When The Saints Go Marching In. Â Parts are provided for all common concert band instruments as well as voice with lyrics. Note: The articles on this site may contain referral links to sites such as Amazon and other online retailers. When The Saints Go Marching In Banjo Tab. This old American song is ideal for anybody starting to pay the banjo. It's fairly easy to play and everybody knows it. The version here is in the key of G which is one of the easiest keys to play any song in. Included are the easy to play banjo letter notes.