Here are some early Macy's Thanksgiving Day Parade pictures from the late 20's and early 30's. Existing In BFE will return on Monday.
Here are a couple balloon pics from 1938, including the 120' Sea Serpent, Clown with 68' Nose, and Uncle Sam:
Below is an old photo of Felix the Cat and a couple other characters from 1932/33:
And some other balloons through the years.
Frankly, I haven't watched a Macy's Thanksgiving day parade since I was 12 or thereabouts. I could always find something else more interesting and fun to do. And if all else failed I could pound my twin brother into duck-addled sublivion for entertainment. Now that was something to be thankful for.