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They held performances at Princes Street Gardens in Edinburgh , Scotland , and at Victoria Embankment Gardens in the City of Westminster in London , England and recently in 2010 performed in Madrid , Spain as part of the annual Three King 's Parade and was the first American marching band to appear on national Spanish television .
 Edinburgh , Scotland, City of Westminster, London , England, Madrid , Spain
Please list all entity words in the text that fit the category. Output format is "word1, word2". 
Option: location, person, organization 
Text: {0} 
Answer:
 Edinburgh , Scotland, City of Westminster, London , England, Madrid , Spain