The marching band at Miami University (Ohio) was formed in 1937, with the inclusion of an Indian-theme. It included two "Indian dancers" with tom-toms to play to the crowd, along with the new drum-majors and majorettes. The band wrote the "Scalp Song" and the dancers would entertain with a "war dance."
Other photos from this time, that have been linked to Miami University, are below (1938).