The Mummer's Parade! I love it unapologetically and don't care who knows it.
→[More:] I love that once a year Philadelphia's blue collar finest don sequins and feathers and dance their asses off.
My grandparents used to have a bunch of old Mummers costumes in their basement (my great grandfather was one, as were some of their friends) and we used to love to dress up in them. We were especially fond of the giant hat that was basically a cage with two large dice inside. The dice actually worked, so we would sometimes play Monopoly by taking turns strapping on the hat and shaking our heads to roll. Good times!