In Philadelphia, there is a long tradition of "Mummer" string bands organized to perform in a New Years Parade. They wear wildly colorful costumes, and the musical sound is quite distinctive -- heavy on saxophones and banjos, unusual instrumentaiton for marching bands.

At least one of these Philly Mummer bands shows up for a Mardi Gras parade in New Orleans each year; this has been going on for a few years now -- it's not a time-honored tradition, although it might become one.

Check 'em out:

http:\\www.mummers.com