The Emerald City Cornet Band
From the 1909 young adult novel The Road to Oz by L. Frank Baum. Based in the Emerald City, they play the "Ozma Two Step" at a parade celebrating Princess Ozma's birthday at the end of the novel. It is unclear if their name means they are connected with the municipal government of the Emerald City of Oz, or merely an expression of civic pride by private citizens.
There is also an unnamed 500 piece symphony orchestra in the novel, but it was probably only assembled for the royal birthday celebration.
Next marched the Emerald City Cornet Band, clothed in green-and-gold uniforms and playing the "Ozma Two-Step." The Royal Army of Oz followed, consisting of twenty-seven officers, from the Captain-General down to the Lieutenants. There were no privates in Ozma's Army because soldiers were not needed to fight battles, but only to look important, and an officer always looks more imposing than a private.