Graham's largest student organization is the "Big G" Marching Band. From a school of 500 students, the marching band usually ranges from 85 to 120 members. Marching band is an extension of general band and exists from July through the end December. Since marching band is a class, full credit is received for membership.

Marching band begins in early to mid July with summer band rehearsals. Auxillary groups such as majorettes, color guard, percussion, and drum majors may begin working on routines before the end of the school year and work throughout the summer. The last week in July is the traditional band camp week and is one of the most important weeks of the entire year for the band. During this week students learn additional marching skills and the show drill. Several clinicians and helpers visit throughout the week to help prepare the band for marching season. Immediately after marching season nightly rehearsal begins. Rehearsal is from 7 to 9 pm on Mondays, Tuesdays, and Thursdays on the lighted practice field next to the high school. When school begins in mid to late August, 7th period band class is always used for additional marching and music practice.

One of the biggest Graham traditions always starts marching and football season with a bang. The famous Graham-Beaver football game. This game against cross-city rival Bluefield High School is one of the area's largest football games. Graham and Bluefield were featured on ESPN in the early 1990's as having one of the largest high school football rivalries on the East coast and possibly the entire country. With average crowds of at least ten thousand, the pressure is always tremendous to have the half time show completed by this first game.

After the pressure of the first game is gone, concentration shifts to upcoming competitions. Graham usually attends an average of three competitions in addition to the Virginia Band and Orchestra Director's Association (VBODA) State Marching Festival. Unlike other states, there is no state championship band in Virginia. Bands attending state are given a rating of poor, good, excellent, or superior.

In addition to performing a field show, the band also marches in parades and attends other events throughout the year. Parades include the Graham Homecoming Parade and Bluefield Christmas Parade. Every four years the band also perfoms in Orlando, Florida. In April 2000, the GHS band was the lead band in the "Mulan Parade" in MGM Studios.

Shows
2009: Riverdance
2008: Blues Brothers
2007: Tear the Roof Off
2006: Mangione Magic
2005: Robin Hood
2004: Pirates of the Caribbean
2003: He Changed His Mind
2002: Gladiator
2001: Riverdance