In this paper, we present the “Mobile Marching Band” (MMB) as a new mode of musical performance with mobile computing devices. We define an MMB to be, at its most general, any ensemble utilizing mobile computation that can travel as it performs, with the performance being independent of its location. We will discuss the affordances and limitations of mobile-based instrument design and performance, specifically within the context of a “moving” ensemble. We will also discuss the use of a Mobile Marching Band as an educational tool. Finally, we will explore our implementation of a Mobile Parade, a digital Brazilian samba ensemble.