March 4, 1933 The United States Army Band "Pershing's Own" leads Franklin D.Roosevelt's first Inaugural Parade. This was The U.S. Army Band's third appearance at a Presidential Inauguration since its founding and marked the last Inauguration Day to be held on March 4th. Subsequent inaugurations would take place on January 20 th as dictated by the Twentieth Amendment to the U.S.Constitution.