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Why settle for watching a parade weave through New York City on TV when you can see giant cartoon-character ballons, marching bands and dancers on the streets of Chicago? If you happen to be in the city on Thanksgiving, you can catch the annual procession before digging into the turkey. Moving down State Street between Congress Parkway and Randolph Street, the parade finishes by 11am, which means you'll have plenty of time to get home and help with the cooking.