A famous study called the ‘Neighbours experiment’ conducted an experiment where they exposed fetuses 30-37 weeks in the womb to a T.V. show theme song called ‘Neighbours’ 2-4 days after they were born, they were exposed to the song again. The researchers noticed that the newborns stopped moving, became alert, and their heart rate decreased once the theme song played. These physiological changes were not observed when other songs were played. The physiological changes were also not observed in newborns who were not exposed to the ‘Neighbours’ theme song while in the womb. This study also determined that the newborn who showed these signs of auditory perception and learning in the womb were only seen in fetuses older than 30 weeks of gestation.
Reference:
Hepper, Peter G. (1991). "An Examination of Fetal Learning Before and After Birth". The Irish Journal of Psychology. 12 (2): 95–107. doi:10.1080/03033910.1991.10557830