I don’t want to rain on anyone’s parade – and it looks like relatively good weather for today’s outdoor festivities in New York City, so here it is. The parade is broadcast live, as usual, by NBC – but not even NBC Radio, which was founded in 1926, was around when the first Macy’s Thanksgiving Day parade was held in 1924. The country’s first Thanksgiving Parade held in a major city, though, was in Philadelphia, which held its first celebration in 1920.