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The noun anthem - pronounced with the stress on the first syllable and the unvoiced '-th-' of 'think', IPA: /'æn θəm/ - is nowadays largely restricted to labelling the kinds of song used to celebrate national occasions. Each country, by and large, has one and only one, which is sung on state occasions, at the start of sporting fixtures, military parades and so on. In most countries, the inhabitants are expected to know the words and tune of their own national anthem, and these are often taught in the schools, from primary level.

Etymological note: the noun anthem is derived from the Greek ἀντίφωνος‚ antiphōnos. This adjective meant 'sounding in answer' and came to be used of a musical composition designed to be sung by two (sometimes more) choirs in response to each other. The Greek word is formed from ἀντί (anti) 'in return' + φωνός‚ (phōnos) 'sounding', from φωνή (phōnē) '[vocal] sound'. Some form of antiphonal (an-TI-fen-el, /æn 'tɪ fə nəl/) singing appears in Christian music by the fourth century: it may have been practised before in Hebrew worship.
Christian church music adopted the 'call and response' nature of antiphony, dividing certain hymns, psalms and other verses to be sung by the two equal sides of the choir, in the Anglican church known as the decani (or the half of the choir sitting in front of the Dean [Latin: decanus]) and cantoris (the half of the choir sitting in front of the Cantor [Latin, ~ Precentor, 'Director of Singing']).
From the fourteenth century, this developed into chanting, antiphonally or not, of texts in prose, rather than the more usual verse of hymns. Composers for the church further developed these into music with complex harmonies. OED (1885), however, gives this definition (meaning 3.) of a meaning current in church music: "techn[ical] 'A short piece of plain-song introduced before a psalm or canticle, to the Tone of which it corresponds, while the words are selected so as specially to illustrate and enforce the evangelical or prophetic meaning of the text.' Helmore in Grove Mus. Dict. 1879 (). Now, it is usual for the 'short piece' to be sung solo, while the response is sung by a full choir.
More loosely, in the seventeenth century, critics of English verse began to apply the word, in its debased form anthem, to any song of emotion. Though the emotions were predominantly those of "praise or gladness" (OED), several early uses referred to emotions of pain, grief or melancholy.
Musicologists regard national anthem as an inaccurate term for songs which pedantically they would prefer to call 'hymns': the French still know La Marseillaise as L'hymne national.