Boston had a Thanksgiving Day parade from 1929 to 1941 that drew hundreds of thousands of people.
The Boston Globe published 14 old photos from the parade yesterday (Thursday, November 22, 2018), but didn't offer much information about it. You can see a couple of old photos without a paywall from Getty Images here and here.
There could have been turkey, but there almost certainly was wild duck and goose at the first Thanksgiving feast in Plymouth, Massachusetts in October 1621.