The 'real' scene in the movie

The scenes of the Macy's Thanksgiving Day Parade are of the actual parade held in 1946. As such, careful preparation was necessary for the shots as retakes were obviously out of the question. 20th Century-Fox had cameras positioned along the parade route at the starting line at 77th Street, on Central Park West, on the 3rd floor of an apartment building at 253 West 58th Street, in Herald Square and on 34th Street at 7th Avenue.