There's an article in the March 2006 issue of Magic Magazine about music used by magicians in the turn of the last century. Several titles are given and there's a reference to a section on the magic magazine website. Unfortunately, I didn't have internet access when the article came out and when I did, I found the reference was gone. Out of luck, right?
The Library of Congress (loc.gov) has an audio section that has digitized an incredible number of recordings from the 1900's. I went through the article and wrote down the titles that show up as digitized files. Some obvious ones ("Smoke Gets In Your Eyes" for example) I didn't bother to look up, because it's really easy to find that. One piece "Thunder and Blazes" used by Thurston wasn't listed under that title. However the article goes on to say that Karl Germain used it under its other title "Entry of the Gladiators." and it's listed under THAT title. With those two titles, you would think it was some epic "blood and thunder" piece of music, right? It's most known today at "that circus song" that most people use during a circus parade. Three Dog Night used it as the opening of their song; "I Must Let The Show Go On."