To make copies of music you need a licence to reproduce music works and in videos. These licences are limited for certain purposes. Outside of this you will need to get permission direct from the copyright owner.
Filming your wedding or similar event?
Record labels and distributors
Blanket licence for record companies and distributors
Transferring music from one format to another for private copying purposes (with conditions) is allowed with this licence.
If you want to reproduce music in physical form (e.g CD, vinyl records), for a commercial purpose you will need this licence.
Photocopying or printing the words of Christmas Carols including print music.