Mucca Pazza is Chicago's very own Rock-and-Roll-Punk-Rock-Gypsie-Romanian Marching Band! I have no idea how to actually classify them, but they are a marching band, and do actually march when they can.
On one of my first visits to Chicago, I was at a stage waiting for the band after Mucca, not knowing who they were and just at the stage early. I was entirely shocked when they came from behind the audience and marched through us.
There show has gotten better year after year.
Obviously, static video doesn't convey what a concert with them feels like, but I do recommend at least watching from 0:50 to 1:30