I know that there are words (see below), but there is just something about the instrumental version (especially by some city's "pops") that makes this song fun. For my comrades in arms from the old Mighty Maroon Band from Skeeterland days, you will remember the year that none of the trumpeters in the Concert Band (second string) seemed to be up to the task of the "neigh" at the end, so Lela did the honors.
Concerning today's video of the Boston Pops: watch for the guy with the slapstick--he seems to be having fun. Also watch the director (John Williams), he seems to be having more than his share of fun with this number (and like most band/orchestra directors, he's 'pom-pomming' right along with the music, even to the last note). Hope you like "Sleigh Ride" as much as I do: