Trio

A trio is also an important part of most marches (played by an orchestra or marching band). It is typically in a higher key and goes from a 2/2 time signature to a 3/4 time signature. It uses a similar musical idiom as the refrain, with a few alterations to make it stand out a bit more.

Webster extends this musical structure to minuets and scherzos as well, though I do not know enough about them to know if they also follow these rules.

A classical march is laid out as follows:
Refrain x2
Trio x2
Refrain

Tri"o (?), n. [It., fr. L. tres, tria, three: cf. F. trio, from the Italian. See Three.]

1.

Three, considered collectively; three in company or acting together; a set of three; three united.

The trio were well accustomed to act together, and were linked to each other by ties of mutual interest. Dickens.

2. Mus. (a)

A composition for three parts or three instruments.

The secondary, or episodical, movement of a minuet or scherzo, as in a sonata or symphony, or of a march, or of various dance forms; -- not limited to three parts or instruments.

© Webster 1913.