The North-West Mounted Police was  formed in 1873. In 1874, the first 300 members gathered at Lower Fort Garry to begin the March West. They were divided into six troops from A to F, and to distinguish the troops,  each one had horses of a different colour.  The troops used these letters to identify their new posts on the prairies; eventually the posts became divisions and the smaller outposts were known as detachments. We continue to use the terms division and detachment today. For example, Salmon Arm Detachment is located in E Division (British Columbia).
To alleviate the monotony of endless riding drills, these skilled NWMP riders often competed among themselves, practicing and performing tricks on horseback.  At Fort Macleod, Alberta, what is thought to be the first public performance of what would eventually become the modern day Musical Ride, was held in 1876. 

Ten years later the first riding school was established in Regina. During the winter of 1887, five public performances were held at the Regina Barracks.  Unfortunately, the Riding School burned down later that year, and the Musical Ride was not performed again until 1901, when it was presented at Brandon, Manitoba and Qu’Appelle, Saskatchewan.  Thereafter, it performed at various agricultural exhibitions, horse shows and fairs across the prairies.   In 1908, the Ride performed  for the first time outside of Western Canada, in Quebec City, in honour of that city’s 300th anniversary. The Prince of Wales, later Edward VIII, was in attendance, the first member of the Royal family to witness the Ride.