Do you mean specifically into battle? Because there are still a ton of military bands, pipe bands, drum and bugle corps in a lot of militaries throughout the world.

In Rick Atkinson's Army at Dawn, there are are references to highlander regiments using bagpipes in the WW2 African campaign. "A scots officer reported that his Highlanders had stopped carrying bagpipes into battle because the pipers were invariably hit and pipes themselves had grown too dear, at 80 pounds a set."