While a number of film versions show the band playing "Nearer My God to Thee", it's highly questionable. The major problem is that the only ones who know the answer for sure (that is, the band) went down with the ship. However, many of the rumors which sprung up as soon as the survivors of the Titanic reached land said that "Nearer My God To Thee" was indeed the last song 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 song 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 song the band was playing was "Autumn". While that song has been ruled out, what's now believed is that Bride was referring to "Songe d'Automne" with which he would undoubtedly been familiar and which he would have referred to simply as "Autumn", as it was widely known at the time. If we assume the song was "Nearer My God To Thee", there's still room for debate. This song 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, and so was yet another member of the band. 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. The band was playing to keep the passengers calm as the ship was sinking, and playing "Nearer My God to Thee" would certainly have worked against the calm that the band had been working so hard to instill in the passengers that night.