Columbus Day Parade: The New York City Columbus Day Parade happens on Columbus Day every year. This year the parade will take place on October 8th, 2012 and will go from 11:30 a.m. to 3 p.m. The parade starts at 5th avenue and 44th St. and continues north along 5th Ave. to 72nd St. with over 35,000 participants, with bands, floats and groups. It is the largest celebration of Italian-American culture in the world.