"Vad är detta?"
("What is this?")
A classical "prank".
The Copenhagen Phil (Sjællands Symfoniorkester) performs in a train and a train station.
I've heard it's much better to listen to live classical music when you're as close as possible to the musicians. Unless you actually play in a philharmonic orchestra, you'd probably not be able to get as close as this.
Grieg's Peer Gynt in the Copenhagen Metro
Ravel's Bolero at Copenhagen Central Station