For those of you interested in Military stuff or Canada, there's a show done by the Canadian Forces that I watch. (You can view it on their site or on youtube.)
It follows a group of people going in for their basic training and all the way through till they graduate.

I just watched the graduation episode of season 2 and there are a few brief flashes of a piper in the parade and then the sound of his playing later in the parade.

I enjoy the show so I'd recommend it on it's own merits at any rate.

Just go to youtube and search for Basic Up season 1 if you want to watch the lot.