On one of my first posts, a comment was left suggesting that I check out this ensemble... I'm glad I did!
Going one step further than providing historically-informed performance, The Dodworth Saxhorn Band is a full reenactment of one of the first all-brass American band. As their performance includes costume and actual antique instruments (from c. 1860-80), we might say that this period brass ensemble has found a way to incorporate entertainment into an otherwise highly intellectual genre.
Their website can be found here.