IN HIS MEMOIRS, THE COMPOSER Aaron Copland recalled the day in 1942 when the choreographer Agnes de Mille telephoned him and requested music for a cowboy ballet. Copland had already had a success with the ballet ''Billy the Kid'' four years earlier. ''Oh, no!'' he told de Mille. ''I've already composed one of those. . . . Can't you write a script about Ellis Island?''

The choreographer persisted. ''This is going to be different,'' she said.

How different can two cowboy ballets be? That is, in a sense, the question that has bedeviled all composers of orchestral music from any countries but Germany and Austria, and especially those from the United States. Audiences here have historically resisted the idea of adding local color to that Teutonic invention, the symphony orchestra. In the land that gave the world jazz, rock and country-and-western, ''American classical music'' sounds to some like an oxymoron.

Nevertheless, there is an American symphonic tradition, and the New York Philharmonic, now in the second season of its much-touted American Classics initiative, has been making a case for it. Beginning on Thursday, the Philharmonic presents a program, conducted by Leonard Slatkin, that (exceptionally for this orchestra) consists entirely of works by American composers.

Two ''classics'' are represented: William Schuman and Copland, composers who flourished during the fervent war years and the postwar period of the 1940's. Two contemporary stars, Joseph Schwantner and John Zorn, fill out the bill with works composed in the last few years as part of the Philharmonic's 150th-anniversary commissioning program. And so this concert opens windows on two eras of American concert life: a period of national emergency and patriotism, and the eclectic, anything-goes present.

Although Schuman's eight symphonies form the core of his output, he is more often represented in concerts by shorter orchestral pieces that have a patriotic flavor. Or at least, listeners assume they do, because of their titles: ''American Festival Overture,'' Variations on ''America,'' and ''New England Triptych.'' And indeed, these works contain plenty of Schuman's trademark fast-talking rhythms and brash confidence, so reminiscent of the urban scene depicted in American movies of the 1940's. But they are rescued from mere jingoism by subversive humor and, at times, spiritual longing.

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''New England Triptych,'' the piece on the Philharmonic program, was composed in 1953. Based on tunes by the Revolutionary-era composer William Billings, it in no way sentimentalizes that period or place. Though a lifelong New Yorker, Schuman knew New England as the cradle not only of much American history and culture but also of his own career, when he was a protege of the Boston Symphony Orchestra and its conductor, Serge Koussevitzky. In Schuman's triptych, Billings's marches are powerful, drum-driven and ferocious, and the Lenten hymn ''When Jesus Wept'' is presented as a Puritan religious vision, tender yet austere. This New England is the sort of place that the good concertgoers of 1953 and today would surely prefer to admire from a safe historical distance.

Similarly, the ill-fated protagonist of Copland's ''Billy the Kid'' is no Roy Rogers, and his frontier milieu is no dude ranch with hot tubs. This may be the darkest music in the Philharmonic program. Composed in 1938, while the Great Depression was still on, this first of Copland's three historical ballets found a thread of violence and loneliness in American life that led from the Old West up to his own time.

Happily, the cowboy ballet suggested by Agnes de Mille was indeed different, a comedy of ranch courtship eventually titled ''Rodeo.'' In 1944, Copland completed his own frontier triptych with a still more different ballet, ''Appalachian Spring,'' for Martha Graham. Each of these works proved more popular than the last: the story and music of ''Rodeo'' charmed audiences, and ''Appalachian Spring,'' with its celebration of the vitality and simple virtues of farm life (with scoring rooted in Stravinsky, but never mind), became the soundtrack for everyone's mental picture of the American heartland and for every insurance commercial on television. It was a strange and wonderful achievement for this son of Russian Jewish immigrants, the self-styled ''composer from Brooklyn.''

Curiously, of the four Philharmonic composers, only Copland never performed pop or folk music himself. Schuman got his start playing the violin in a dance band and never heard a symphony orchestra until he was 20. John Zorn plays alto saxophone, has formed a number of bands and appears often in downtown clubs. Joseph Schwantner started out as a jazz arranger and guitarist. But Copland was a classical composer from day one, and he decided only later, during the Depression and war years, to incorporate more popular melodies into his music. He looked them up in books.

Mr. Schwantner's experience as an arranger must have been helpful in 1978 when, after composing many works for chamber ensembles, he got his first chance to write for symphony orchestra; ''Aftertones of Infinity'' went straight to the head of the class, earning its composer a Pulitzer Prize. Mr. Slatkin invited him to be the first composer-in-residence of the St. Louis Symphony, and a number of solo artists approached him for concertos.

Mr. Schwantner has taken readily to the medium of soloist and orchestra, with its American resonances of jazz solos and Teddy Roosevelt's ''man in the arena.'' Since a refined and colorful use of percussion is a distinctive feature of Mr. Schwantner's orchestration -- especially the stratospherically high, shimmering overtones of crotales, triangles, tuned glasses and the like -- it was probably inevitable that someone would commission a percussion concerto from him. The Philharmonic did so, and gave the work's premiere in 1995 with its principal percussionist, Christopher Lamb, as soloist. The enthusiastic response prompted the return performance this week.

If one wanted to write down a recipe for American concert music from John Philip Sousa to Edgard Varese to Roger Sessions to Aaron Jay Kernis, one ingredient would be plenty of percussion. Mr. Schwantner's Percussion Concerto is a visual as well as an aural spectacle, with the soloist prowling the stage and wielding the variegated tools of the trade, supported by three colleagues in the orchestra with still more colors of percussion.

At its center is an elegy for the composer Stephen Albert, who died unexpectedly as Mr. Schwantner was beginning this work. Albert and Mr. Schwantner had much in common as composers: a talent for creating rich yet lucid orchestral sounds, and a disciplined, economical approach to composing that is Beethovenian in spirit, evoking a feeling of unstoppable drive and inevitability. In this work's fast outer movements, with the percussionist's syncopations really cooking and the brasses in full cry, Mr. Schwantner can make the symphony orchestra sound like a ''big band'' beyond Stan Kenton's fondest dreams.

John Zorn may never have cited Stan Kenton as an influence, but he has paid tribute to almost everyone else, from the composers Charles Ives, John Cage, Iannis Xenakis and Karlheinz Stockhausen to the musicians Ornette Coleman, Thelonious Monk and Brian Wilson to the theater directors Richard Foreman and Jack Smith to the writers James Joyce and Jean Genet. While attending Webster College in St. Louis, Mr. Zorn did thesis research on the music of Carl Stalling, a composer for Warner Brothers cartoons.

In Mr. Zorn's career, as in that of Wile E. Coyote, the rule has been to break the rules, to confound expectations. His music is typically created by collage: a bit of a Bach chorale, a silky quotation of Ellington, a hysterical atonal squeal or all of those at once. To those not in sympathy with it, Mr. Zorn's music can sound like a rather long stay in a mind with a short attention span. But Mr. Zorn, who was born in 1953, has told interviewers that he composes the way he does because that is how his generation has experienced music: as a blizzard of LP's, CD's and cassettes from all over the world.

Since returning to his native New York in 1975, Mr. Zorn has been a familiar figure in the downtown club scene, collaborating with dozens of like-minded musicians to create game pieces, free improvisations, arrangements of movie scores, whatever he was not doing last week. In the process, he has attracted the freethinkers and repelled the purists in nearly every music scene in town, be it jazz, rock, musical theater or even the avant-garde schools around Philip Glass or Cage.

Mr. Zorn's Orchestral Variations, which receives its premiere on Thursday, is, like Mr. Schwantner's concerto, a memorial work, subtitled ''Leonard Bernstein in Memoriam.'' (It is unlikely to resemble the Schwantner work in any other way.) That dedication is a sort of downtown-uptown gesture of respect, from one passionate, even extravagant, American original to another. Perhaps Mr. Zorn is also remembering those notorious Philharmonic concerts of 1964, when Bernstein made his famously futile attempt to interest the musicians and audience in Cage's ''Atlas Eclipticalis.''

Mr. Zorn has collaborated before with classical artists of a progressive bent, like the Brooklyn Philharmonic, the Kronos Quartet and the American Composers Orchestra. Still, commissioning a new work from him is a daring move for the New York Philharmonic. He can be expected to ''bring in da noise'' to Avery Fisher Hall. Or not.

ODDLY ENOUGH, THE most significant connection in this program may be between Copland and Mr. Zorn. The orchestra will perform ''Billy the Kid'' in its entirety, not set pieces from the ballet excerpted as a suite. A complete ballet score is music governed by theatrical requirements: a few seconds of this, a few of that, just as in a movie or a cartoon.

Furthermore, this music looks back to Copland's expressionistic or absurdist ballets like ''Grohg'' and ''Hear Ye! Hear Ye!'' in depicting the alienated condition of the outlaw and the indifference of nature; no sentimental vistas here. So maybe Copland, who is sometimes thought of as virtually the fifth face on Mount Rushmore, and Mr. Zorn, the holy terror of East Eighth Street, have more in common than previously suspected. Billy the Kid meets Johnny the Kid, and the cowboy ballets just keep coming.

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