Macy’s is a U.S. chain of department stores. The Macy’s Thanksgiving Parade has been a tradition of Thankgiving since 1924. It started out as a way for the employees of Macy’s to say thank you to New York. Macy’s started using balloons in their parade in 1927 and it has been tradition since. Here are the balloons they used from 1927 to 1968.