The Henry Allen Brass Band performed from about 1900 until 1951. The band was based in Algiers. This band seems to have been a little more than a high class pick-up group. Allen said about this that in it's early stages it might have been a "standard band".

From this musicians it's known that they played in the Brass Band:

1908 or 1909:
There's a picture of the Allen Band (from a little bit after 1907) that is known as one of the earliest picture of a black New Orleans Brass Band.

Date?:
Sidney Bechet played once cornet in the Allen Band. On a Labor Day, when every brass band musician in New Orleans was employed, Henry Allen was short a cornetist. When the brass bands were taking their place in the procession, he noticed that Sidney Bechet was not working. He sent Louis Armstrong to borrow a cornet, because Allen knowing Bechet could play cornet, and Bechet outplayed every other cornetist that all day. This story Louis recalled in his book My life in New Orleans. Paul Barbarin also remembered an occasion were Bechet played cornet, it may have been the same Labor Day Parade. 

Ca. 1915:

On this picture are the following musicians:
Oscar Celestin, Henry Allen, Joe Howard, George Sims, Wallace Collins, Jack Carey, Clay Jiles, George Allen, Jimmy Palao and August Rousseau or Thomas LeBlanc.

1926:

1951:
Alvin Alcorn (tp), Willie Humphrey (cl), Herbert Permillion (tp), Henry Allen sr. (tp), "Tats" Alexander (bar. horn), Peter Bocage (trp), Henry "Sleepy" Robertson (bsdm).

Gambit weekly, about Henry Allen (or see here)

Sources books:
6 Bunk Johnson his life & times by Christopher Hillman
16 New Orleans Jazz, family album by Al Rose and Edmond Souchon

Sources (internet):
http://www.redhotjazz.com/bocage.html
http://nfo.net/usa/JO1.html#Allen

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