"Good King Wenceslas" is a popular Christmas carol that tells the story of a Bohemian king who takes a trip through a harsh blizzard to give a poor peasant alms for the Feast of Stephen.
While the song is not sung in The Polar Express film, instrumental snippets are heard. When the train passes by Herpolsheimer's, the store is playing the song. Later, the Hobo is heard humming the song before first meeting Hero Boy.