SANTA has Arrived in NYC!!🎈 It’s officially the holiday season when Santa arrives in NYC! Here’s a few fun facts on the famous Macy’s Thanksgiving Day Parade float: Santa’s Sleigh. One of the parade’s most iconic staples. Santa’s Sleigh has traditionally closed the Macy’s Thanksgiving Day Parade since its debut year in 1924. A rare exception: In 1933, a new twist was introduced—Santa actually led the parade from the very beginning of the procession. The long-standing tradition: Ever since 1933,