Nope, it's never been done before in the US. Except by George H. W. Bush after the Gulf War.
Except by Andrew Johnson, after the Civil War.
After WW1 (1919) there were parades in NYC and DC, though Wilson was probably too ill to attend.
There was also a victory parade in 1946 in NYC to celebrate victory in WW2.
Besides Clinton - thanks for the You Tube, BH - Presidents Truman, Eisenhower, and Kennedy had military equipment in their inaugural parades.
Hint especially for TEB (and like-minded DU-morons): When the WashPost debunks your dumb Hitler invocation, that means it is
REALLY DUMB!