From an article in the Huffington Post:

A case study presented at the annual meeting of the American College of Allergy, Asthma and Immunology shows that it’s possible to develop allergic pulmonary disease, known as “Saxophone Lung,” in response to the mold that collects over time in woodwind instruments. Saxophone Lung is really a type of hypersensitivity pneumonitis, which is the inflammation of the lung tissue, according to the Mayo Clinic.

So, clean your horns out every now and then guys!