On a recent morning in downtown Havana, Dr. Jim Laughlin saw some kindergartners immersed in a dance-exercise class on a roped-off section of a street near his hotel. Inspired, he grabbed his saxophone and hastened to ask their teacher if he could play for them.His ensuing rendition of When the Saints Go Marching In prompted a spontaneous marching parade of delighted children, a scene the woodwind aficionado is not likely forget.