In the 1920s, many of Macy's department store employees were first-generation immigrants. Proud of their new American heritage, they wanted to celebrate the United States parade of Thanksgiving with the type of festival their parents had loved in Europe. At the finale of the 1928 parade, the balloons were released into the sky where they unexpectedly burst. The following year they were redesigned with safety valves to allow them to float for a few days. Address labels were sewn into them, so that whoever found and mailed back the discarded balloon received a gift from Macy's.