Another option, while an easier one is nonexistent, and for those that for whatever reason don't or can't use a music-recognizing service like Shazam (which is an excellent idea), is just to open a browser tab to YouTube and search for whatever it is you're looking for.

Searching for "Palace of the Dead music" via either Google or directly on YouTube reveals the tracks.

I know this seems like an obvious thing to do - I don't mean to be patronizing - but some folks just don't think of searching, and instead just live without whatever knowledge it is they seek. Even if it's a bit more inconvenient, I'd rather have folks Google the songs and have them available to listen to at their disposal (or to track down the Orchestrion roll) than I would have folks sit there bummed out that they don't know what track is playing and have no idea how to find it.

Good luck!