The Marching Band is a band made of fish with instruments that appear in the episode "Something Smells."
Almost all of them wear black shoes, red pants, black belts, and red and green-colored shakos with darker-green plumes which look similar to the uniforms worn in "Band Geeks." However, one of the band members is a Didgeridoo player and has different clothing than the others.
According to SpongeBob, the entire marching band consists of a tuba player, a drummer, a guy with the cymbals, a trumpet player, a tambourine girl, a timbale man, a didgeridoo player, a triangle player, a man with a kettle drum, a pianist, the guy with the flute, and an unseen fish named Dolly.
The Marching Band is performing on the street until SpongeBob says "Hi" to everyone and proceeds to call their names. While SpongeBob is talking to them, his breath forms a giant stink ball. When SpongeBob finishes responding to everyone in the band, the stink ball goes rolling at them, causing all the band members to fall down like bowling pins. Afterwards, they all run away from the smell and are never seen again.
One of the band members is heard saying "MY LEG!" which is an obvious reference to what is commonly said by Fred.