These two marching bands: Mucca Pazza and the Magic Circus Band were huge hits at Chicago Renegade. They call themselves a "Circus Punk Marching Band" and I think that is a pretty accurate description.
Here are a couple of videos that B took of their performances. They would play and march down one side of the street and then back--there was always a huge crowd following them and it was really such a unique performance to watch--their enthusiasm was contagious!
Check out the guys wearing loudspeakers on their heads and playing electric guitars:
And the vintage Mizzou Marching Band outfit on one of the guys in the front: