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What did you think would be the first reason?
Liverpool's opening song has been adopted by many other clubs over time, such as Celtic, F.C. Copenhagen and F.C. Twente, but it remains a fact that "You'll Never Walk Alone" was first sung as a sporting anthem at Anfield.
Also reverberated periodically throughout games, the Rodgers & Hammerstein classic is sung prior to every home match. It is a hallmark of football fandom, so much that it even manages to give opposition supporters goosebumps when sung. The song also embodies the spirit of Liverpool fans; they all come together to support their team.
When Juventus came to Anfield for the first meeting between the two clubs after the Heysel disaster, the Liverpool fans held up banners saying "In memory and friendship," adding an extra dimension to the pre-match ritual. Though there were a few who didn't appreciate the tribute, the majority of the traveling supporters were taken aback by the behavior of the Liverpudlians.
If you have any doubts behind the claim that Liverpool have the best fans in the world, I encourage you to watch a clip of the fans singing "You'll Never Walk Alone."