Music Monday: When the Saints Go Marching in (video) CheapOair Staff February 8, 2010 Videos This is a song that will probably be played more times this week in New Orleans than it has ever been played before. What with the Saints’ celebration week kicking off today and Mardi Gras next week, this timeless tune is sure to be a popular choice for many people taking the trek down to the Crescent City.