From the New York Herald Tribune, November 27, 1924

The first balloon in 1927 was modeled after the character Felix the Cat

1929

Mickey Mouse made his grand debut in the Macy’s Santa Claus Parade
(now Macy’s Thanksgiving Day Parade) in 1934.

1945

1950

Portland Fire, Horse Company #20

The first Macy’s Thanksgiving Day parade was Originally called Macy’s 
Christmas Parade  and featured four hundred employees from the store 
accompanied by real animals from Central Park Zoo along with bands, 
balloons, and floats. It was the beginning of a holiday tradition that has
become a piece of Americana. The giant helium filled balloons were
added to the annual event in 1927.

Santa’s float