It wouldn't be Thanksgiving without Macy's annual parade. For the first 3 years it was Christmas themed with the parade wound down the west side to end at Macy's where the holiday windows were unveiled. The balloons began in 1928, designed after some balloon floats. They were filled with helium and released at the end. $100 was offered to the winner which lasted until 1932 when a 22 year old woman taking flying lessons was piloting into one of the released balloons - luckily she was rescued by her instructor's quick actions.