The Macy's Thanksgiving Day Parade, formerly called the Christmas Parade, had its genesis in 1924, when a group of employees organized a parade that included animals from the Central Park Zoo, professional bands and floats.
The first Disney character to appear in a Macy's parade was none other than Mickey Mouse, who made his debut in 1934. Mickey measured over 50 feet tall and was constructed by the Goodyear Rubber Company. Attendants dressed in adult Mickey and Minnie Mouse Halloween costumes guided the gigantic balloon through the streets of New York.
Two exceptionally rare Disney books also have a Macy's department store tie-in. In 1934 and 1935, Disney licensee Whitman published small Big Little Book-type premiums, which were handed-out exclusively by the Macy's Toy Department Santa Claus.
Mickey Mouse and Minnie at Macy's was published in 1934 and ran 144 pages. This soft-cover book told the story of the Pilgrims.
Mickey Mouse and Minnie March to Macy's was published in 1935 and also ran 144 pages in length. This book told the story of Mickey and Minnie's trip to New York City.
The newspaper clipping comes from my own files, while the two premiums are from the collection of Dennis Books.