Not to be confused with the Macy’s Thanksgiving Day Parade in New York City, My Macy’s Holiday Parade takes place about 4,600 kilometers west in Seattle on the day after Thanksgiving. This parade features 25 inflatable floats, 650 costumed characters, marching bands and more. So if you’re looking for a Thanksgiving parade but don’t want to miss other Thanksgiving Day activities, get downtown before 9 a.m. That’s when the parade starts at 7th Avenue and Pine Street.