Horn of the Mark was the Horn of Rohan, given to Meriadoc Brandybuck by Éowyn because of the aide he provided her, as Dernhelm, against the Witch-king during The War of the Ring.

" Then Éowyn gave to Merry and ancient horn, small but cunningly wrought all of fair silver with a baldric of green; and wrights had engraven upon it swift horsemen riding in a line that wound about it from the tip to the mouth; and there were set runes of great virtue.

'This is an heirloom of our house,' said Éowyn. 'It was made by the Dwarves, and came from the hoard of Scatha the Worm. Eorl the Young brought it from the North. He that blows it at need shall set fear in the hearts of his enemies and joy in the hearts of his friends, and they shall hear him and come to him.' "

According to Appendix D in RotK (the very last paragraph, in fact), The Horn of the Mark was first blown in Buckland at sundown on November 2nd, TA 3019, the day that Frodo, Sam, Merry, and Pippin roused the rest of the Hobbits of the Shire to fight against the invaders of Saruman. It was then blown every year thereafter on that same date, with bonfires and feasts to follow.