Military music is haraam

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Ruling on so-called "Islamic" songs with musical instruments
Singing and dancing at celebrations

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Related Answers:
Doing exercise in a gym where there is music
It is not permissible to call kuffaar to Islam by means of religious songs (nasheeds) accompanied by musical instruments
Ruling on music, singing and dancing
Ruling on so-called "Islamic" songs with musical instruments
Singing and dancing at celebrations

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