Julius Fučík (pronounced few-CHEEK) (be careful with the pronunciation of this one) was born in Prague (pronounced PRAHG) in 1872. Prague, at the time, was part of the Austro-Hungarian Empire, but is now the capital city of the Czech Republic. Fučík wrote over 400 different marches, polkas, and waltzes, but his work is not really that well known. Only one work of his is universally known.
In 1897, Fučík wrote a military march that he originally called "Grande Marche Chromatique". This is due to the chromatic scales (scales consisting of all 12 notes within an octave), particularly in the beginning. But due to his personal interest in the Roman Empire, he changed the name to "Entrance of the Gladiators".
A "gladiator" was a trained fighter (it also implied someone who was armed, usually with a sword). Over 2,000 years ago in Rome, gladiators would provide entertainment in large colesiums by fighting wild animals, condemned criminals, or even other gladiators. This march was supposed to represent the excitement of the event, much like modern sporting events.
This piece would probably not be that popular today, had it not been for an enterprising Canadian composer named Louis-Phillipe Laurendeau (pronounced law-REN-dow). Laurendeau created an arrangement for "Entrance of the Gladiators" that he called "Thunder and Blazes" in 1910. He sold this arrangement throughout North America, and it quickly became the staple march to use in circuses, particularly at the introduction of the clowns. Its adoption became so widespread that this march is almost universally associated with the circus (and particularly clowns).
I sincerely have absolutely no idea when I first heard this piece. It is intrinsically tied to the circus, so I'm sure I heard it in that capacity somehow. I can't remember ever not knowing this piece, even at a very young age.
And here it is. Picture the entering gladiators (or, more likely, the tumbling clowns). Enjoy!