King wrote this march for the 32-piece Barnum and Bailey Circus Band in 1913 at the request of its director, the noted cornetist, Ned Brill. King was 22 at the time and was preparing to join the band as a euphonium player. The euphonium part in this march (and in most of his other marches) shows his love for that instrument - he liked to hear the countermelody part "romping around." His use of the word "favorite" in the title was a good choice. In a 1980 international Music survey, Barnum and Bailey's Favorite ranked fourth in the top 140 marches. This edition was created by G.C. Bainum, the first Director of Bands at Northwestern University.