I have a question about concerts and audiences in Europe.?

On television I recently watched part of an outdoor concert from a park somewhere in Europe, but I was unable to identify the orchestra or location. One of the works performed was a march, and at various times the audience briefly clapped together rhythmically with the music and whistled sharply. Is there a specific piece of music during which the audience traditionally participates in this way (similar to their standing at the end of the Messiah)? If so, what is the march? Or is this a more general reaction to such festive performances? Is this done throughout Europe or only in certain locations or counties? Thank you for sharing your knowledge and information with me.