Chapter 4
After you climb the first few rocks at the beginning of Chapter 4, on your right, you'll see a man who wants to hang himself. Grab his leg with the big brother and untie the rope on the tree with the little brother.
After you saved him, drop down on the right side of the tree. Move along the wall and into the burned down house. The music box is on the ledge. Grave it and bring it to the man.
Found a video to help. I didn't make it.