The inaugural parade tradition began with Thomas Jefferson’s second inauguration on March 4, 1805. He rode horseback from the Capitol to the President’s house accompanied by a military band. Many presidents have used their inaugural parade to set the tone for their administrations. In 1829, Andrew Jackson rode down Pennsylvania Avenue without a military escort to show his commitment to democracy. Franklin D. Roosevelt used his third inaugural parade, in January 1941, to emphasize national defense. While most Americans still hoped to avoid involvement in the Second World War, Roosevelt sent troops in combat uniform, rather than parade dress, down the Avenue, along with tanks and artillery.
Earlier that day he had begun his inaugural address by stating:
On each national day of inauguration since 1789, the people have renewed their
sense of dedication to the United States. In Washington's day the task of the people
was to create and weld together a nation. In Lincoln's day the task of the people
was to preserve that Nation from disruption from within. In this day the task of
the people is to save that Nation and its institutions from disruption from without.
President Roosevelt held no inaugural ball in 1937, 1941, and 1945 in recognition of the Depression and World War II.