I saw this band one evening near Rossio Square (Praça do Rossio, also known as Praça de D. Pedro IV). It was part of a small procession just getting ready to set off. The group was led by a young woman carrying flags and banners and an older woman. I have no idea what or who they were commemorating. If anyone does, let me know. Shortly after these pictures were taken, the group began walking north, destination unknown.
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