"Ding Dong They Caught Saddam" is a song sung by the Canadians in the episode, "It's Christmas in Canada". The intro to this song is the the beginning of the last movement of Tchaikovsky's 4th symphony and is a parody of "Ding Dong, the Witch Is Dead" from The Wizard of Oz.
Ding dong, they caught Saddam!
Merry Christmas to the world!
Ding dong, the Americans caught Saddam!
Now Canada is free for you and you and me
It's the best Christmas presents we ever got!
Canadian Christmas, it's the best!
We drink and dance and show our breasts!
Saddam Hussein's been caught!