Photo: Macy's Thanksgiving Day Parade in New York (c. 1932) via Swapatorium
design:related blog has a neat post about some fabulous vintage photos of past Macy's Thanksgiving Day parades. For photos of the very first balloons that appear in the parade (back in 1927), go here: http://www.designrelated.com/inspiration/view/Karen/entry/2823 - via BuzzFeed
I know how you feel. For years, in my home town, we had the annual Christmas parade. I hated it and it took years to convince my mother that we didn't need to go. Apparently, she took us because she thought that we would enjoy it, but she herself is not into parades. Watching them on TV is twice as pointless. But hey, it entertains a lot of folks.
I still think the old pics are great, though. I love any old pictures, and Felix the Cat is always cool.