Shriek at The Macy's 82nd Annual ThanksGiving Day Parade held in NYC on Thankgiving Day, Novemeber 27, 2008..Macy's Thanksgiving Day Parade is internationally recognized as the official start to the holiday season and world famous as an American enterainment extravaganza. Each year, Macy's brings out a lineup of spactacular floats, Giant Hellium Balloons, Marching Bands, perfomance groups and top name stars from the television, film and recording industries.