It's called Ill Wind on At The Drop Of Another Hat by Michael Flanders and Donald Swann. There are a couple of bits (???) which are indistinct because of audience laughter, but it's close. ILL WIND (lyrics: Michael Flanders Music: Mozart - Horn Concerto in Eb Rondo Allegro Vivace)

I once had a whim and I had to obey it,
To buy a French Horn in a second-hand shop.
I polished it up and I started to play it
In spite of the neighbours, who begged me to stop.

To sound my horn, I had to develop my embouchure.
I found my horn was a bit of a devil to play.
So artfully wound, to give you a sound,
A beautiful sound, so rich and round.
Oh, the hours I had to spend
Before I mastered it in the end.

But that was yesterday and just today
I looked in the usual place.
There was the case but the horn, itself, was missing.
Where can it have gone?
Haven't you, hasn't anyone seen my horn?
Where can it have gone?
What a blow, now I know I'm unable to play my allegro.
Who - swiped - that - horn? (swiped=stole)
I bet you a quid somebody did. (quid=one British pound)

Knowing I'd found the concerto and wanted to play it
Afraid of my talent at playing the horn.
For early today, to my utter dismay,
It had vanished away, like the dew in the morn.

I've lost that horn, I know I was using it yesterday,
I've lost that horn, lost that horn,
Found that horn gorn. (gorn = Cockney pronounciation of gone).
There's not much I could pay
If I really (???) could pay a reward.

I know some hearty folk whose party jokes
Pretending to hunt with the corps. (???)
Gone away, gone away, was it one of them took it away?
Can you kindly return that horn.
Oh, where is the devil who pinched my-y h-horn? (pinched = stole)
I shall tell the police, I want that French Horn back.

(slowly) I miss its music more and more and more,
Without that horn, I'm feeling sad and so forlorn.
Oh-oh-oh-oh-oh-oh-oh-oh-oh-oh (etc.)

I found the concerto and wanted to play it
Displaying my talent at playing the horn.
But early today, to my utter dismay,
It had totally vanished away.

I practiced the horn and I wanted to play it
But somebody took it away.
I practiced the horn and was longing to play it
But somebody took it away.

My neighbour's asleep in his bed,
I'll soon make him wish he were dead,
I'll take up the tuba instead, wah, wah.