Upvote:2
Your title says 'bands' and the question uses 'musicians' in the plural, so this is going to be a bit of a stretch, but I can't pass up this opportunity to whip out 'Mad' Jack Churchill.
Norway (1941)
Churchill was second in command of No. 3 Commando in Operation Archery, a raid on the German garrison at Vågsøy, Norway, on 27 December 1941. As the ramps fell on the first landing craft, he leapt forward from his position playing "March of the Cameron Men" on his bagpipes, before throwing a grenade and charging into battle. For his actions at Dunkirk and Vågsøy, Churchill received the Military Cross and Bar.
Upvote:10
One later example of the use of a band in combat occurred during the Vietnam War when U.S. Army Major-General John Hay ordered the 1st Infantry Division band to march down a road held by the North Vietnamese Army (NVA) while playing the "Colonel Bogey March". NVA forces were, reportedly, so confused by the impromptu parade that they withdrew from the area, allowing American infantry to seize the road without opposition.
Wikipedia sources this from the website for the 1st Infantry Division Band, which indicates this happened on the notorious "Thunder Road" between Saigon and Quan Loi, but the description on the band's website does not date the incident. Mother Jones says this happened in March, 1969.
There is also a list of campaigns the band served in.The last campaign listed is the first Gulf War in 1991.However, none of the others have any description of combat, so this incident during the Vietnam War was probably the last time for them.