Caravan is a composition by Duke Ellington, Juan Tizol and Irving Mills from 1937.
"Caravan" in Zappa's work
According to Foggy G ("We're Only In It For The Touring") a short rendition of "Caravan" was played at the request of a hip audience member at the 11/11 1972 early show, complete with drum solo; after the drummer gets a little, the band jumps headfirst into a very festive and somewhat chaotic rendition of "When The Saints Go Marchin' In". During another occasion - 7/21/74 - the band played a 30 seconds version of the tune.
The line, "I wanna hear "Caravan" with a drum solo!", was referenced in You're Probably Wondering Why I'm Here on Freak Out! and in "America Drinks & Goes Home" on "Absolutely Free" (1967). Matt Groening asked Zappa in The Mother Of All Interviews (Part 2) about the origin of the line:
"(...) When we worked at a gig in El Monte some drunken buffoon in the audience requested it: "I wanna hear 'Caravan' with a drum solo! There are certain things you remember from your career, like that line. When we worked at this music fair out in Long Island, we were the opening act for the Vanilla Fudge. 1968, I think it was. I remember this one guy out in the audience - it was the Weatbury Music Fair- and the quote was: "You guys stink! Bring on The Fudge!'