I have noticed that throughout the FF series - especially the older NES and SNES FFs - they have used some famous classical music either as a theme for an event or area, or integrated into one of the game's music themes.
So far I've heard:

Swan Lake by Tchaikowsky - FF2 when the Lamia lures Firion
Habanera by Bizet - FF5 when the dancers in the pubs do their thing
The dancer's theme in FF3 is also a popular classical piece though I can't recall its name.

Has anyone identified any other classical pieces in the games?