The 1946 Macy's Thanksgiving Day Parade was special for two reasons: It was the first year the parade was televised locally (it would go national in 1947) and it appeared in a movie that was destined to become a perennial Christmas classic - Miracle on 34th Street (1947).
That's right! The crew filmed the actual 1946 parade and Edmund Gwenn actually played Santa Claus. Of the two million live spectators that year, I wonder how many people watching recognized the movie star or realized it was being filmed for a movie that would be coming to theaters the following summer!
Natalie Wood and John Payne looking at the baseball player balloon.
Here's an interesting video (with some familiar movie blogger faces!) about the filming locations in NYC.