"Hosanna" comes from a Hebrew phrase meaning "save now"; in the New Testament it appears as a shout of the crowds when Jesus enters Jerusalem, recorded in Matthew 21.
Matthew 21:9 in the King James Version reads:
And the multitudes that went before, and that followed, cried, saying, Hosanna to the son of David: Blessed is he that cometh in the name of the Lord; Hosanna in the highest.
The verse appears in Matthew 21, in the account of the triumphal entry into Jerusalem. Read it in context at Matthew 21:9, or the full chapter at Matthew 21. Encyclopedia entry: en.wikipedia.org/wiki/Hosanna.