It starts in A minor (really, more Aeolian mode, after starting off in Dorian mode) for roughly the first half -- all the way through the third episode, shifting to G minor (real G minor this time) for the fourth episode opening with the trumpets (the previous ones begin with the low brass). The G minor persists through most of the second interlude, moving briefly to G Major at the end en route to E minor (again, more of an Aeolian mode than true minor), then on to B minor (more Aeolian again) starting with the fifth episode (back to opening in the low brass); the sixth and final episode acts as a kind of coda, finally ending in D Major.
Gee, with all this detailed description, you can probably already hear it in your head, so there's not much reason to actually listen to it... but just in case you think your imagination may have missed a note or two, here it is: