Did this really happen? Yes. The U.S. military marched through Vladivostok, Siberia in Russia.
In 1919, the USS Albany landed troops at Vladivostok to check Japanese aggression in the area. The troops were withdrawn from the area in the spring of 1920. Below is photo of the troops marching through the streets. Source: National Museum of the U.S. Navy
Russian Intervention, 1918-20. Crewmen of USS Albany (CL-23) march through the streets of Vladivostok, Siberia, during a parade of Allied Forces there in 1919. U.S. Army photograph, now in the collections of the U.S. National Archives.