City Park Band Shell. Head southeast on 6th Avenue, you will need to turn right onto Shoshone Street. Walk towards the park. The city park itself was intended to be the focal point of Twin Falls. Early residents worked tirelessly to establish the trees in the park. Newly planted trees were watered by hand with water hauled from four blocks away. The most striking feature of the park is the bandshell. It was built in the early 1930s as a Works Progress Administration (WPA) project. It hosts many events annually, most notably the Twin Falls Municipal Band concerts every Thursday evening in the summer. The first of these performances was on July 4, 1906.