We're not sure whether this is a first. But men in drag performed as part of this year's big Macy's Thanksgiving Day Parade, which is usually at its most outrageous when the Rockettes kick up their heels in lurid unison. And that performance — from Broadway's Priscilla, Queen of the Desert — actually had a rival for the annual event's gayest moment.
Ice skating star (and a LOGO reality TV personality) Johnny Weir stirred up the crowd in front of Herald Square, arriving on an oversized rocking horse, confetti blowing in the air, while being announced to television viewers as a "winter monarch."
James Dobson of Focus on the Family once claimed SpongeBob SquarePants was sending subliminal gay messages to unsuspecting kid viewers, and so the cartoon sponge's repeat appearance in the national Thanksgiving parade might have been enough to alarm some on the right wing. But there were a couple actual gay moments this year.
http://www.advocate.com/News/Daily_News/2011/11/24/A_Look_at_the_Macys_Thanksgiving_Gay_Parade/