The fast-paced march Rolling Thunder draws upon two important influences in composer Henry Fillmore’s life: an early involvement in the circus and a lifelong fascination with the trombone. 

Rolling Thunder was composed by Fillmore in 1916 and is often performed as an opener or encore of concerts. 

Fillmore was born in Cincinnati, Ohio as the eldest of five children. In his youth, he mastered piano, guitar, violin, flute, and slide trombone. He kept his trombone activities a secret at first, as his circumspect religious father James Henry Fillmore (1849–1936) - a composer of gospel songs - believed it an uncouth and sinful instrument. Fillmore’s mother snuck her son a secondhand instrument to practice in an attempt to keep him out of bigger trouble. The deception was serendipitous since Fillmore became an innovative composer for the instrument, writing signature trombone rags and often featuring the trombone section as he does in Rolling Thunder.

Fillmore’s conservative father also very likely disagreed with his decision to join the circus, but this choice also resulted in innovative music. Fillmore’s role as circus bandmaster gave him the opportunity to amplify the circus experience for the audience by using music to intensify suspense or heighten the excitement. A fast and exciting show-stopper like Rolling Thunder makes hearts race and feet tap, whether in the circus ring or the concert hall. 

Rolling Thunder is intended to be performed at a fast and furious tempo (130 to 150 beats/minute), faster than a normal military march (120 beats per minute) and because of this is known as a Screamer. Screamers - a circus march intended to stir up the audience during a circus show - were mostly composed in a 60-year period (1895–1955) when march music was a prominent part of American music. Screamers are a very demanding type of music, due to their extremely fast and advanced rhythms, especially the low-brass parts. Rolling Thunder is no exception, since it includes a fast and extremely technical trombone part.