I agree completely with copyright owners royalties, rights, etc. But there are some exemptions to what bob stated. Here are a few excerpts from the U.S. Copyright law (c i r c u l a r 9 2, 2009 that may be of interest for the scenarios discussed (the last exemption may be of interest to those that play at private or family social gatherings.

Sorry about the lengthy reply, but here is the actual language of the provision rather than my paraphrasing of it.

§ 110 · Limitations on exclusive rights:
Exemption of certain performances and displays43
"performance or display of a work by instructors or pupils in the course
of face-to-face teaching activities of a nonprofit educational institution, in
a classroom or similar place devoted to instruction..."

"(10) notwithstanding paragraph (4), the following is not an infringement
of copyright: performance of a nondramatic literary or musical work in the
course of a social function which is organized and promoted by a nonprofit
veterans’ organization or a nonprofit fraternal organization to which the general
public is not invited,..."

"performance of a nondramatic literary or musical work or of a dramatic or musical
work of a religious nature, or display of a work, in the course of services
at a place of worship or other religious assembly"

"performance of a nondramatic literary or musical work otherwise than
in a transmission to the public, without any purpose of direct or indirect
Subject Matter and Scope of Copyright § 110
26 Copyright Law of the United States
commercial advantage and without payment of any fee or other compensation
for the performance to any of its performers, promoters, or organizers, if—
(A) there is no direct or indirect admission charge; or
(B) the proceeds, after deducting the reasonable costs of producing the
performance, are used exclusively for educational, religious, or charitable
purposes and not for private financial gain, except where the copyright
owner has served notice of objection to the performance under the following
conditions:
(i) the notice shall be in writing and signed by the copyright owner
or such owner’s duly authorized agent; and
(ii) the notice shall be served on the person responsible for the performance
at least seven days before the date of the performance, and shall
state the reasons for the objection; and
(iii) the notice shall comply, in form, content, and manner of service,
with requirements that the Register of Copyrights shall prescribe
by regulation;.."