While a number of film versions show the band playing the hymn "Nearer My God to Thee," it's quite problematic. The major point is that the only ones who know the answer for sure (that is, the band), went down with the ship. However, many of the rumours which sprang up as soon as the survivors of the Titanic reached land said that "Nearer My God To Thee," was indeed the last music that the band played as the Titanic sank. In Walter Lord's book, A Night To Remember, which recounts the specific events from that night, Lord states that the last tune to be played by the band was "Autumn." Wireless Operator Harold Bride, who was one of the last survivors to leave the ship, also said in later interviews that the last piece the band was playing was "Autumn." While that hymn has been ruled out, what's now believed is that Bride was referring to "Songe d'Automne," with which he would undoubtedly have been familiar, and which he would have referred to mistakenly as "Autumn," as it was widely known at the time. If we assume the hymn in question was "Nearer My God To Thee," there's still room for debate, although Eva Hart, a reliable Titanic witness, said she ran out of a church in distress when she heard it played a few months later. This hymn comes in three main versions (and five other alternate versions): the American version ("Bethany"; played in this very movie), the British version ("Horbury," played in A Night to Remember (1958)), and the British Methodist version "Propior Deo," currently not yet played in any Titanic movie to this date). All the members of the Titanic's band, save for one French member, were British. Thus the American version played in this movie is out of the question. The leader of the band, Wallace Hartley, was a Methodist, although he did attend a non-Methodist church around 1912 in Dewsbury, Yorkshire, on a street called Halifax Road (ironically), and so could have been influenced to play "Horbury," the version from "A Night To Remember." And so the possible versions of "Nearer My God To Thee," that could have been played that night are the British and the British Methodist versions, though unfortunately Ms Hart failed to hum the tune for posterity whilst being interviewed. Suggestively, she was evidently a British Catholic and not a Methodist. She also refused to watch Titanic movies so there's no confirmation from that source. The band was playing to keep the passengers calm as the ship was sinking, and playing "Nearer My God to Thee," could have worked against the calm that the band had been working so hard to instill in the passengers that night.