The copy of the sheet music published in 1903, available at the Lester
S. Levy Collection of Sheet Music web site, has both titles on the
front page.  The front page and three pages of the musical score are
downloadable from there.

Bill Klinger

 [ Search at http://levysheetmusic.mse.jhu.edu/advancedsearch.html 
 [ The title page of this 1903 edition shows "Thunder and Blazes"
 [ as the song title, below it in parentheses is "(Entry of the
 [ Gladiators)".  -- Robbie