Oh, you know how I like lectures on music illustrated with audio clips of the works being talked about. So let me introduce you to Kyle Gann on "Mars and music", a nice introduction to martial themes, in the broader sense, in classical music literature. Of course you know Gustav Holst's "Mars" (turn the volume up for Gann's clip of that; it's recorded at a lower level than many of the others), and perhaps some of the others. The one new to me that was most fun to hear was Biber's Battalia, of which one YouTube commenter wrote that Biber must have been high when he wrote that.
Allow me to make a few corrections and amplifications, though, all about WW2-inspired music. First, it's Antheil's Fourth Symphony, not his Fifth. Next, the part of Stravinsky's Symphony in Three Movements that the composer said was inspired by newsreels of marching Nazi soldiers wasn't the first movement that Gann links to, but the beginning of the third movement.
Lastly, if you want to listen to Shostakovich's infamous jaunty "invading Germans" theme from his Leningrad Symphony, and the irritated parody of it that Bartok slipped into his Concerto for Orchestra (Bartok was tired of repeatedly hearing the thing on the radio during its brief heyday, while he was composing his piece), all of which I wrote about way back here, it'll help to know where in Gann's long tracks you'll find them. In Shostakovich's enormous first movement, the German theme begins, quietly, just before the 6:00 mark, and continuous in incessant building-up repetition, akin to Ravel's Bolero, for nearly twelve minutes. You can't miss it.
You could inadvertently miss Bartok's parody, though. It's in the fourth movement of his Concerto for Orchestra, and may be heard beginning on the clarinet at 26:47. Continuations and various squawks of annoyance go on for nearly a minute before the movement resumes its previously untroubled way. Listen to the whole work, though, all five movements - it's a delightful masterpiece, and this is a fine performance.