The one used in Die Hard is
Ode To Joy for Hans Gruber and his German Terrorist mates.
In Die Hard with a Vengeance it is
When Johnny Comes Marching Home or
The Ants Go Marching One By One. First played when Simon Gruber and his German Terrorists when by in those dump trucks about to rob the gold bars.
BTW Die Hard 3 is the only one without the Fox logo on the beginning of the movie cus it was made by Cinergi (distributed by Buena Vista Home Entertainment). It is still techincally a Fox owned movie I assume (Fox own the rights don't they?).