The Jackbox Party Pack 10

There are 4 Saxophone instruments:

* Papa Sax
* Mama Sax
* Uncle Sax
* Casual Saxophone

You don't need to unlock all songs to find ones that have these, but you do need to unlock some (edit: no you don't see tip at end). Some of the song that contain the sax parts & the difficulty for that song:

Papa Sax:

* Acceleringo (easy)
* Split The Room (easy)
* Dodo Re Mi (easy)
* Bird Bassa (medium)
* Habanera (medium)
* Pop Goes the Weasel (medium)

Mama Sax:

* The Wheel of Enormous Proportions (medium)

Uncle Sax:

* Are We Not Birds? (medium)
* Pop Goes the Weasel (medium)

Casual Saxophone:

* Dodo Re Mi (the song that's unlocked by watching credits, hard)

Note you don't have to survive the song, just play the instrument part. I also don't think difficulty matters as I definitely didn't play every difficulty on each sax. Achievement unlocks at the end of the song when you do the last sax (for me was Casual, so at the end of Dodo Re Mi)

Edit: DanielBCook reports in the comments that before starting if you go into the Gameplay tab of Dodo Re Mi" there's an option to "Unlock Everything" to save you the trouble of unlocking songs.