WASHINGTON—The U.S. Department of Defense is planning a military parade at the request of President Donald Trump, White House and Pentagon officials said Tuesday. After observing the Bastille Day celebrations in Paris last year, Mr. Trump said he wanted to hold a similar parade on Pennsylvania Avenue in Washington, perhaps to celebrate the Fourth of July. The French parade last July, which also marked the centennial of the U.S. entry into World War I, featured more than 6,000 service members, tanks and planes overhead in an elaborate display of military might. French President Emmanuel Macron invited Mr. Trump to watch...