A technique called 'circular breathing' allowed a saxophone player to hold an E-flat for over 45 minutes!
Now at last you can understand how the “epic saxaphone guy” can play that song for 10 hours in those YouTube videos. In all seriousness, there’s a technique called circular breathing that’s used by players of some wind and brass instruments to produce a continuous tone without interruption for breathing time.
Basically, it involves breathing in through the nose while still pushing air out of the mouth. This is accomplished by storing air in the cheeks. It’s used frequently for didgeridoo players as well as oboe and flute players. In 1997, someone made the world record for using circular breathing to hold a note for 45 minutes.
It was Kenny G (who today is often associated with Foster the People) who accomplished the feat. To this day, 15 years later, the Guinness Book of World Records acknowledges him as the record holder for longest musical note.