This is one of Disney’s theme park’s attractions, which appeared in the 70s.
Currently, it only takes place in Walt Disney World near Orlando in Florida (United States).
It is a parade, with the same music always, in which all the lights go out, except the one from the parade, which are a lot, because basically the parade plays with colour lights.
Here you can see a video of the parade (there are several on the Internet):
(the actual parade starts at minute 1:30)