Siege of Madrigal

 The Siege of Madrigal is a song that Bungie used in one of their previous games, Myth. One can hear this song when standing in a certain spot in the games Halo: Combat Evolved, Halo 2, and Halo 3. This song is also featured after the last track on the Halo: Original Soundtrack. It is one of very few Easter Eggs that can be found in the entire trilogy.

Halo: Combat Evolved
In the level Assault on the Control Room, there are a couple of places where you can stand and hear this song.
 * 1) One can be found on the pyramid structure at the end of the level. There are three brackets on the large tower above the control room entrance. You will need to land on the second one with a Banshee to do this. Then once you have landed, face the cliff, go to the right side of the bracket and wait a few seconds. If you can't hear it, walk around a bit to find the right place.
 * 2) Another is at the beginning of the level. If you go through the level Assault on the Control Room and get a banshee, fly back, get out by the door to go backwards the way you came, and melee the Banshee through. Go all the way back to the spot where the cutscene was at the beginning of the level, and you will see the big tube-like part of the level, that if you fall down without the banshee you will die. Now fly down with the banshee to the first or second ledge, and if you stand in a certain spot you can hear it.

Halo 2
On the Multiplayer Map Ivory Tower, stand by the metal door behind the elevator and wait. Attacking the door may also help, but be aware that the sound is very faint and hard to hear. Many have disputed the claim that the song does not appear on Ivory Tower; however, anyone with access to Halo 2's map files will find the song among one of the sound files for Ivory Tower.

Halo 3
In the final stretch of the The Covenant, after defeating the Scarabs, ignore the waypoint and fly toward the left of the Citadel (the building that Truth is located). Carefully land the Hornet there (the return is possible without it, just much harder given the fall damage) and run along this ledge. Eventually, it will turn into a 45 degree slope; at the top, the song can be heard. It plays almost immediately after you reach the slope. Unfortunately, it only plays a shorter version of the song, but it is easily recognized.

Warning: If you land on the building where the Prophet of Truth is, there is a possibility of activating the Revelation chapter prior to entering the building (The word will appear in the corner of the screen but nothing will happen). Should that happen (though to hear the song, you needn't go near the building itself) you will be able to continue the level normally until the point where the Flood pure forms ask to protect you and no further. The game will be stuck in the 'chapter title' mode with black bars across the screen and will not return control to you.

Halo 3: ODST
It has been confirmed by Bungie employee Martin O'Donnell that the piece exists in Halo 3: ODST, yet its current whereabouts are unknown. In a private Q&A, he also confirmed that it was indeed in the campaign and not in multiplayer such its occurrence in Halo 2.

Trivia

 * There is a distinct resemblance between the Halo: Combat Evolved and Halo 3 methods and areas to find the song. Both require you to land on a precariously perched platform on a Forerunner building. It is unknown whether this is intentional, or purely coincidental as the two games have several similarities.
 * In Halo 3, if you make it to the other ledge, there is another Easter Egg.