Listen to Annie Get Your Gun - They Say It's Wonderful online. Annie Get Your Gun - They Say It's Wonderful is an English language song and is sung by Ethel Merman and Ray Middleton. Annie Get Your Gun - They Say It's Wonderful, from the album Great Broadway Shows (Vol. 1-2), was released in the year 2005. The duration of the song is 3:07. Download English songs online from JioSaavn.