Thats not Proms, thats a Ball
Do you not even have some kind of Military Proms? We used to, now they are downsized but still exist I think.
Is a good example of the Royal Navy Hymn and a Fanfare known as Sunset, which is my favourite military style antiphone.
We also do a Festival of Remembrance each year at the Royal Albert Hall, where a remnant of all the serving forces who fought in the world wars are present.
One presumes you do something similar on Memorial Day or something like that