The Music Box first made its appearance in Wild World, and later on in City Folk. It is a square box which can be placed in the player's house and when interacted with will play the Title Theme for those games.
In New Leaf and Happy Home Designer, the music box is a shell decorated with gems on its top. The music box will play the K.K. Slider song it was created with.
Obtaining a Music Box
Wild World and City Folk
The clam-shell music box is unlocked when the player first builds the Concert Hall.