"Mountain Jam" is an improvised instrumental jam by The Allman Brothers Band. The song's first known recording is on May 4, 1969 at Macon Central Park. "Mountain Jam" was originally released on the 1972 Eat a Peach album, as recorded at the Fillmore East concert hall, in March 1971. That is the rendition that is best known. Notably, Live at Atlanta Pop Festival contains two recordings of the song (the second of which features guest musicians Johnny Winter on slide guitar, and Thom Doucette on harmonica). In fact it first makes its Allmans appearance at the end of 1971's At Fillmore East when its first notes are heard and then faded out when it is started immediately out of "Whipping Post". (More from Wikipedia)
You might notice at the very end of "Whipping Post" the opening notes of the next song that they play at the concert, "Mountain Jam", an improvised jam that is based on a Donovan song, "There Is a Mountain". If you want a real treat, and you also own a copy of the band's next album, Eat a Peach (originally a double LP), you should play the side-long "Whipping Post" from At Fillmore East, followed by "Mountain Jam", which takes up two album sides of Eat a Peach. Those three album sides constitute nearly an hour of top-notch live rock and roll where there is not a single wasted note or pointless solo. This is evidently how the Allman Brothers Band closed their set at Fillmore East that night, and what a show it must have been!