In a powerful — and stunningly level-headed — decision, the orchestra's music director, Erich Leinsdorf, sent librarian William Shisler to get the music for the funeral march from Beethoven's "Eroica" symphony. Shisler quickly distributed the music onstage, letting the musicians know what had happened. ... conductor Erich Leinsdorf delivers the news of President John F. Kennedy’s assassination to a shocked audience. Leinsdorf then announces that the orchestra will play the Funeral March from Beethoven’s third symphony.https://www.youtube.com/watch?v=IVNKNz-lc6k
For more about that afternoon at Symphony Hall, NPR has a detailed account of the historical concert.