I risk making this blog into your go-to guide for quaint British historical figures, (cf. link), but here is another bit on Curzon, or more precisely, on his regime as Viceroy of India from 1899 to 1905. Here we are: the Durbar at Delhi in 1903, celebrating the accession of Edward VII:
The Durbar Ceremony was held on New Year's Day in a large horseshoe ampitheatre, specially built in Mogul style with Saracenic arches and coupolas tipped with gold paint. The most moving moment came when the band struck up 'See the Conquering Hero Comes' and over three hundred veterans of the Mutiny, most of them Indians who had fought on the British side forty-five years before, entered the asrena. It was a 'most affecting sight,' remarked Mrs. Thompson, to watch these 'little old creatures tottering and hurrying along to keep up to the time that they once marched without difficulty.'. The crowd rose and cheered, but when the march was followed by 'the wailing pathos' of 'Auld Lang Syne', many of the audience broke down in tears.
That would be "The Sepoy Mutiny" or (depending on your point of view), the "First War for Indian Independence" (link). For a more acerb view of the British experience in the Mutiny, see J. G. Farrell, The Siege of Khrisnapur.
Another memorable "old soldier's parade" (which I have around here somewhere) is the March of Sherman's Army down Pennsylvania Avenue, fresh from their triumph in "the Civil War" (or the "War for Southern Independence," depending on your point of view).