Polarised two-photon excitation (TPE) spectroscopy is a powerful technique for probing the energy levels of f-block elements at high symmetry sites because most pure electronic transitions are allowed by the selection rules. TPE in a magnetic field provides additional information, through the resolution of Zeeman components, evaluation of g-values, and the appearance of intensity in forbidden transitions. Here we present the selection rules and polarisation dependence for two-photon absorption at cubic sites, in a magnetic field. Polarised TPE spectra for the elpasolites Cs2NaTbX6 (X=F, Cl) are in excellent agreement with theory. The sensitivity of the second order Zeeman effect to the orientation of a cubic crystal relative to the magnetic field is illustrated, together with successful modelling of the Zeeman interaction for a number of multiplets.