\documentclass[a4paper, 12pt]{article}

\usepackage{graphics}
\begin{document}
\section{LilyPond snippets in a footnote}

Test for snippets in a footnote\footnote{Here's the footnote:
{%
\parindent 0pt
\noindent
\ifx\preLilyPondExample \undefined
\else
  \expandafter\preLilyPondExample
\fi
\def\lilypondbook{}%
\input{24/lily-400d0b93-systems.tex}
\ifx\postLilyPondExample \undefined
\else
  \expandafter\postLilyPondExample
\fi
} }:
\marginpar{ Yes, even as marginpar
{%
\parindent 0pt
\noindent
\ifx\preLilyPondExample \undefined
\else
  \expandafter\preLilyPondExample
\fi
\def\lilypondbook{}%
\input{f7/lily-e9bc57b1-systems.tex}
\ifx\postLilyPondExample \undefined
\else
  \expandafter\postLilyPondExample
\fi
} }

\end{document}