Yee-ha, there, prommers! Put down those fiddles, fill your saddle bags and don your ponchos (remembering to adopt a slightly Italian accent). For this is no ordinary Prom, this is the Spaghetti Western Orchestra, five Aussie guys with an apparently loose grip on sanity taking you on a whistle-stop tour of the film music of Ennio Morricone.

If you're male and "of a certain age," you will have been brought up with movies like Sergio Leone's A Fistful of Dollars and The Good, The Bad and The Ugly. Leone had a unique approach to directing Westerns, partly driven by genius and partly by lack of budget. This included making them in southern Europe with mainly Italian and Spanish crew and extras, and an incredibly sparse aesthetic - people don't talk much, and the power of the narrative comes from the setting, some astonishing cameramanship and some great minimalist acting by Clint Eastwood and others. But perhaps most of all, the movies are lit up by the invention of Morricone, who matched both the style of Leone's direction and the restrictions of the production budget by composing music that was outside any known conventions but was completely memorable. As a child in the late 1960s, I remember being utterly bemused by the theme to The Good, The Bad and The Ugly, which sat at the top of pop charts for many months. As a teenager 10 years later, I was spellbound by the music.

There's a series of memorable tunes, from the nostalgic Sixty Seconds To What to the country-laden Farewell to Cheyenne to the potent The Ecstasy of Gold. You couldn't really do an hour's straight concert of this kind of music: it's designed for the cinema, not for the concert hall. So instead, the Spaghetti Western Orchestra put on a cabaret-like show which attempts to conjure up the spirit of the movies. They dress for weirdness - somewhere between Charlie Chaplin clown and archetypal Western saloon owner - and while most of the show is music, it's interspersed with comedy and re-creations of snatches of the movie scenes. The five band members (and there are only five) are versatile musicians (each playing many different instruments) and competent comedians, particularly the compère Patrick Cronin, whose Western-style wisecracks keep the show's pace going ("tough crowd, here at the Royal Albert"). They also put in some blinding demonstrations of Foley artistry. As anyone who's ever been to a movie studio tour will tell you, watching Foley artists at work is always fun, and the Spaghetti Western Orchestra do it brilliantly, the most memorable items being the creation of the tramp of feet on stony slopes (cornflakes being ground up in their packet by punching them with a microphone set to high gain) and the unmistakable sound of wind sweeping through the desert (a series of unspeakable acts being performed with rubber ballons and an asthma inhaler).

The music is performed by voices, percussion instruments and a whole variety of other sounds: double bass, trumpet, bassoon, mandolin and vibraphone mix in with harmonica, jew's harp and various improvised instruments (including a splendid burst from the Royal Albert Hall's organ). It all serves to remind you of how imaginative Morricone is and how integrated his music is with the soundtracks: music and sound effects blend into one to achieve atmosphere. The use of voices alone has huge repertoire, from standard choral lines to grunts, coyote howls and the unforgettable whistled themes of A fistful of dollars and For a few dollars more. It's matched by the variety of tricks with percussion. But the music is much more than catchy tunes and clever effects, and Morricone didn't just do Westerns: we were treated to a vibraphone-laden cool jazz version of Chi Mai, written for a little remembered 1971 film Maddalena and perhaps the most hauntingly beautiful tune Morricone wrote.

I confess to having had some trepidation in advance about deciding to review this prom for what is, after all, a classical music website, but I don't think I should have worried. For many people, film scores are a great introduction to 20th century classical music because they show the variety and immediacy of expression that can be achieved from using a wide variety of instruments in inventive ways (my son, who loves film music but has never seen any of the Spaghetti Westerns, loved every minute). Looked at from that viewpoint, Morricone is a fine ambassador for the art, and the Spaghetti Western Orchestra put on a great show which is pacy and fun but also does thorough justice to the music.