Hypnotic Brass Ensemble
They're a seven-piece in this video, but when I saw them recently they were a nine-piece - eight brass instruments (saxophones, trumpets, trombones, tuba) and a drummer. They're actually based in Chicago and come out of that sort of artsy-progressive Chicago jazz tradition. They've apparently performed with Mos Def and other famous people.
Stumblebum Brass Band
A tuba player (tubist?), a drummer, and a trumpet player who sings in a throaty Louis Armstrong vamp; they're maybe a bit overly affected, but it's OK. Apparently they also had a really disastrous audition on America's Got Talent.
Fiddle, banjo, upright bass and washboard making old-time-y string music. Not to be all goth about it, but there is a morbidity to this kind of music that I think has helped make it so endearing; it makes a lot of sense to hear it echoing around a subway station - it makes sense when it's scaled up.