Klezmer music was a product of Eastern European Yiddish Culture which the Jewish immigrants brought with them to the United States in the 1880's. 

 Klezmer musicians (also called Klezmorim) were an informal group of musicians. Many were itinerants who went from village to village in Eastern Europe. They played traditional music, folk songs, folk dances and solemn hymns before prayers. 

 These musicians rarely knew how to read music. What Jews could afford music lessons and who in the shtetl would teach them? They earned very little money and had to keep moving, seeking out country fairs, weddings, synagogue dedications, Purim festivities etc... 

Although untrained in any formal sense, many were extremely gifted men. So superior was their playing that Polish nobles often engaged them. As characters, the shabby Klezmorim were familiar to all Ashkenazi Jews. They were regarded as drifters, odd types and itinerant minstrels. They are a recurrent theme in the paintings of Marc Chagall and Chaim Gross. 

 A typical group contained three to six musicians. Their music was played on trumpets, bugles, flutes, clarinets, fifes, violins, cellos and drums. In some ways Klezmer music was like the music of Jazz combos in that it grew out of improvisation, ingenious harmonizations and solo innovations. 

From Joys of Yiddish by Leo Rosten