Spreading the warmth of the holiday season on streets across the United States is a Thanksgiving tradition. Many cities in the U.S. begin the season with colorful Thanksgiving parades. Bands, singers, floats, giant balloons and other entertainers march, walk and sometimes soar above wide streets and boulevards. New York City, New York, hosts the best-known and biggest parade, but you can find a celebration whether you’re visiting the Pacific Northwest, the Southeast, the Northeast or somewhere in between.The Macy’s Thanksgiving Day Parade in New York City has helped mark the start of the holiday season in the United States since 1924.