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, Halo 3, and Halo 3: ODST. 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. There should be a part of the bracket that points towards the cliff, then slopes down steeply. From the flat part of the bracket, move towards the steeply sloped portion slowly. You will eventually hear the song.
 * 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 in). 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
The song is found on the level Kikowani Station on all difficulties. It can be found in the 3rd open area of the level, on the right side rooftop on top of a small bridge, which can be found by turning right when exiting the 2nd tunnel. It can easily be spotted by looking for a large red sign with the words "ACCESS DENIED" printed on the left. Standing on the very middle of the area, while touching the wall causes "Siege of the Madrigal" to play as well, moving or standing anywhere else will not allow the song to play. On Legendary, when standing on top of the small roof above the door on top of the bridge, an animation of Marty O'Donnell dancing along with winged hearts flying around him, as well as a dance beat will play.

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.
 * The finding of the Halo 3: ODST location was a result of a small contest held on the Bungie.net chapter known as "The Marty Army", where the first person that posted a video on their fileshare of themselves finding the song and completing the level would win a signed copy of the Halo 3: ODST Original Soundtrack.