The only version I know about is that by Emerson, Lake & Palmer. It was originally on the Brain Salad Surgery album, but has featured in numerous greatest hits compilations since.
Any CD that has a title that is something like 'Last night of the Proms' will have it on along with other rousing tunes. I have a BBC CD with that title that has a traditional version on it. There is also a good version on 'the best footie anthems ever' compilation, if you can find it.