Music's one of the thornier aspects of Copyright law insofar as entertainment goes. For instance, a recording may have fallen into the public domain, but you still might not be able to use it in a film, as Nina Paley learned when she used Copyright-lapsed recordings of Annette Hanshaw in her film Sita Sings the Blues.
The film uses a number of 1920s Annette Hanshaw recordings. Although the filmmaker initially made sure these recordings were not covered by US copyright law, a number of other copyright issues surfaced, including state laws prior to US federal copyright law on recordings, rights to the compositions and the right to synchronize the recordings with images. These recordings were protected by state commerce and business laws passed at the time in the absence of applicable federal laws and were never truly "public domain". In addition, the musical composition itself, including aspects such as the lyrics to the songs, the musical notation, and products derived from using those things, is still under copyright.