It depends on when the recording was made. (Unless you've made the recording yourself.) For example, everything Debussy ever wrote should now be in the public domain (since it's been 90-odd years since he died), but if you want to use a recording of some of his work made by an orchestra in 1990, you'd have to get permission from the orchestra. (Or from the record label that published the recording, etc- just whoever owns the rights to the recording itself.)